+1,525.1%
JBL vs MTB
+173.8%
+1,351.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -13.1% | -4.8% | -8.3% | -10.9% |
| 3M | -15.6% | +6.0% | -21.5% | -18.2% |
| 6M | +24.6% | +19.6% | +5.0% | +13.6% |
| YTD | +39.6% | +21.5% | +18.1% | +26.1% |
| 1Y | +48.6% | +24.7% | +23.9% | +32.5% |
| 3Y | +197.3% | +108.6% | +88.7% | +102.5% |
| 5Y | +413.0% | +106.7% | +306.3% | +236.7% |
| All | +1,525.1% | +173.8% | +1,351.2% | +820.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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