+413.7%
JBL vs MKC
-33.0%
+446.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +5.0% |
| 7D | +2.4% | -1.5% | +3.9% | +2.4% |
| 30D | -13.1% | -3.1% | -10.0% | -13.2% |
| 3M | -15.6% | +5.2% | -20.8% | -15.8% |
| 6M | +24.6% | -12.8% | +37.4% | +25.8% |
| YTD | +39.6% | -23.3% | +62.9% | +42.3% |
| 1Y | +48.6% | -24.1% | +72.7% | +51.6% |
| 3Y | +197.3% | -32.1% | +229.4% | +208.0% |
| All | +413.7% | -33.0% | +446.7% | +427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling