+48.6%
JBL vs MTB
+24.6%
+24.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.7% |
| 3M | -15.6% | +6.0% | -21.5% | -18.8% |
| 6M | +24.6% | +19.6% | +5.0% | +10.8% |
| YTD | +39.6% | +21.5% | +18.1% | +23.4% |
| 1Y | +48.6% | +24.7% | +23.9% | +28.4% |
| All | +48.6% | +24.6% | +24.0% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling