+11.3%
JBL vs MOD
-37.3%
+48.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.6% | -0.9% |
| 7D | -12.3% | -25.5% | +13.2% | -3.3% |
| 30D | -20.2% | -49.0% | +28.8% | +0.9% |
| 3M | -30.6% | -49.8% | +19.2% | -12.3% |
| 6M | -35.8% | -64.8% | +29.0% | -9.5% |
| YTD | +4.9% | -27.6% | +32.6% | +22.3% |
| 1Y | +11.3% | -35.2% | +46.5% | +32.3% |
| All | +11.3% | -37.3% | +48.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling