+89.1%
JBL vs MLM
+18.7%
+70.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | -12.3% | -4.1% | -8.2% | -10.6% |
| 30D | -20.2% | +8.2% | -28.3% | -23.3% |
| 3M | -30.6% | -3.6% | -27.0% | -29.6% |
| 6M | -35.8% | -15.6% | -20.2% | -30.9% |
| YTD | +4.9% | -16.4% | +21.4% | +11.8% |
| 1Y | +11.3% | -14.3% | +25.6% | +16.8% |
| 3Y | +89.1% | +19.3% | +69.8% | +68.0% |
| All | +89.1% | +18.7% | +70.4% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling