+1,525.1%
JBL vs MLM
+213.9%
+1,311.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.2% |
| 7D | +2.4% | -0.9% | +3.4% | +3.0% |
| 30D | -13.1% | -6.1% | -7.0% | -10.2% |
| 3M | -15.6% | -9.7% | -5.9% | -12.2% |
| 6M | +24.6% | -14.4% | +39.0% | +33.7% |
| YTD | +39.6% | -17.7% | +57.4% | +52.0% |
| 1Y | +48.6% | -18.7% | +67.4% | +62.5% |
| 3Y | +197.3% | +18.1% | +179.1% | +161.5% |
| 5Y | +413.0% | +42.3% | +370.7% | +300.3% |
| All | +1,525.1% | +213.9% | +1,311.1% | +771.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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