+42,174.7%
JBL vs MKC
+1,734.2%
+40,440.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +4.4% | -4.3% | +8.8% | +5.6% |
| 30D | -8.4% | -2.0% | -6.4% | -8.2% |
| 3M | -14.2% | +10.0% | -24.2% | -17.1% |
| 6M | +29.6% | -18.5% | +48.1% | +35.3% |
| YTD | +37.1% | -22.4% | +59.5% | +44.5% |
| 1Y | +49.5% | -23.6% | +73.1% | +57.6% |
| 3Y | +192.7% | -30.4% | +223.1% | +210.9% |
| 5Y | +411.3% | -34.2% | +445.5% | +444.3% |
| 10Y | +1,447.6% | +26.8% | +1,420.8% | +1,211.3% |
| All | +42,174.7% | +1,734.2% | +40,440.5% | +24,883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling