+1,111.7%
JBL vs MOD
+911.6%
+200.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.6% | -0.5% |
| 7D | -12.3% | -25.5% | +13.2% | -5.0% |
| 30D | -20.2% | -49.0% | +28.8% | -3.5% |
| 3M | -30.6% | -49.8% | +19.2% | -16.1% |
| 6M | -35.8% | -64.8% | +29.0% | -14.8% |
| YTD | +4.9% | -27.6% | +32.6% | +12.0% |
| 1Y | +11.3% | -35.2% | +46.5% | +21.5% |
| 3Y | +89.1% | +137.1% | -48.0% | +32.5% |
| 5Y | +272.1% | +760.3% | -488.2% | +71.5% |
| All | +1,111.7% | +911.6% | +200.0% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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