+197.3%
JBL vs MKTX
-25.3%
+222.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +2.4% | -0.2% | +2.7% | +2.4% |
| 30D | -13.1% | +0.7% | -13.8% | -13.1% |
| 3M | -15.6% | +40.8% | -56.4% | -13.4% |
| 6M | +24.6% | -8.0% | +32.6% | +22.6% |
| YTD | +39.6% | -8.7% | +48.3% | +37.4% |
| 1Y | +48.6% | -11.8% | +60.5% | +46.2% |
| 3Y | +197.3% | -24.0% | +221.3% | +187.2% |
| All | +197.3% | -25.3% | +222.5% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling