+413.7%
JBL vs MTCH
-73.3%
+487.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.7% | +4.7% |
| 7D | +2.4% | +1.3% | +1.2% | +2.1% |
| 30D | -13.1% | +15.9% | -29.0% | -16.4% |
| 3M | -15.6% | +23.3% | -38.9% | -20.4% |
| 6M | +24.6% | +40.1% | -15.6% | +13.5% |
| YTD | +39.6% | +33.6% | +6.0% | +28.3% |
| 1Y | +48.6% | +14.1% | +34.5% | +42.1% |
| 3Y | +197.3% | +1.4% | +195.8% | +183.6% |
| All | +413.7% | -73.3% | +487.0% | +633.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling