+32,261.4%
JBL vs MOD
+643.3%
+31,618.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.6% | -0.7% |
| 7D | -12.3% | -25.5% | +13.2% | -4.3% |
| 30D | -20.2% | -49.0% | +28.8% | -1.7% |
| 3M | -30.6% | -49.8% | +19.2% | -14.6% |
| 6M | -35.8% | -64.8% | +29.0% | -12.5% |
| YTD | +4.9% | -27.6% | +32.6% | +11.7% |
| 1Y | +11.3% | -35.2% | +46.5% | +21.4% |
| 3Y | +89.1% | +137.1% | -48.0% | +23.7% |
| 5Y | +272.1% | +760.3% | -488.2% | +49.8% |
| 10Y | +1,150.2% | +938.8% | +211.4% | +276.0% |
| All | +32,261.4% | +643.3% | +31,618.1% | +6,768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling