+97.4%
JBL vs MTB
+106.3%
-8.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +6.3% | +1.5% | +4.8% | +5.5% |
| 30D | -13.5% | +2.3% | -15.8% | -14.6% |
| 3M | -31.3% | -12.1% | -19.2% | -26.5% |
| 6M | -28.4% | +9.8% | -38.2% | -32.4% |
| YTD | +11.6% | +12.0% | -0.4% | +4.2% |
| 1Y | +26.1% | +22.0% | +4.1% | +12.4% |
| 3Y | +97.4% | +107.6% | -10.3% | +51.6% |
| All | +97.4% | +106.3% | -8.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling