+97.4%
JBL vs MOD
+201.5%
-104.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +27.9% | -30.1% | -10.7% |
| 7D | +6.3% | +40.4% | -34.1% | -5.8% |
| 30D | -13.5% | -14.0% | +0.5% | -11.0% |
| 3M | -31.3% | -33.3% | +2.0% | -23.9% |
| 6M | -28.4% | -51.4% | +23.0% | -13.6% |
| YTD | +11.6% | +1.6% | +10.0% | +7.5% |
| 1Y | +26.1% | +5.4% | +20.7% | +19.3% |
| 3Y | +97.4% | +191.0% | -93.6% | +18.8% |
| All | +97.4% | +201.5% | -104.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling