+1,152.0%
JBL vs MOD
+1,005.7%
+146.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.9% | -4.2% | +2.7% |
| 7D | -5.2% | -13.9% | +8.8% | -1.6% |
| 30D | -17.5% | -41.5% | +24.0% | -4.2% |
| 3M | -26.0% | -45.7% | +19.8% | -12.5% |
| 6M | -28.9% | -61.1% | +32.3% | -8.4% |
| YTD | +10.8% | -20.5% | +31.3% | +15.1% |
| 1Y | +18.3% | -32.1% | +50.4% | +27.4% |
| 3Y | +102.2% | +146.5% | -44.3% | +39.9% |
| 5Y | +303.2% | +812.7% | -509.5% | +82.5% |
| 10Y | +1,152.0% | +966.8% | +185.2% | +378.8% |
| All | +1,152.0% | +1,005.7% | +146.3% | +378.8% |
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