+42,174.6%
JBL vs MTB
+3,352.1%
+38,822.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +4.4% | +2.8% | +1.6% | +2.9% |
| 30D | -8.4% | -4.2% | -4.3% | -6.3% |
| 3M | -14.2% | +7.8% | -22.0% | -17.7% |
| 6M | +29.6% | +14.8% | +14.8% | +20.0% |
| YTD | +37.1% | +20.8% | +16.3% | +23.4% |
| 1Y | +49.5% | +23.1% | +26.4% | +33.1% |
| 3Y | +192.7% | +114.8% | +77.8% | +89.6% |
| 5Y | +411.3% | +103.3% | +308.1% | +225.7% |
| 10Y | +1,447.6% | +173.0% | +1,274.6% | +670.9% |
| All | +42,174.6% | +3,352.1% | +38,822.5% | +4,979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling