+1,525.1%
JBL vs MKTX
+5.0%
+1,520.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -13.1% | +0.7% | -13.8% | -13.2% |
| 3M | -15.6% | +40.8% | -56.4% | -20.9% |
| 6M | +24.6% | -8.0% | +32.6% | +25.5% |
| YTD | +39.6% | -8.7% | +48.3% | +40.6% |
| 1Y | +48.6% | -11.8% | +60.5% | +50.3% |
| 3Y | +197.3% | -24.0% | +221.3% | +198.8% |
| 5Y | +413.0% | -60.3% | +473.3% | +493.9% |
| All | +1,525.1% | +5.0% | +1,520.0% | +1,388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling