+40,884.7%
JBL vs MTCH
+17,531.7%
+23,353.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -15.1% | +13.6% | -28.7% | -18.1% |
| 3M | -14.0% | +22.4% | -36.4% | -19.2% |
| 6M | +20.6% | +37.2% | -16.6% | +9.8% |
| YTD | +32.9% | +31.8% | +1.1% | +21.8% |
| 1Y | +40.5% | +12.9% | +27.6% | +34.1% |
| 3Y | +183.7% | -1.1% | +184.9% | +170.8% |
| 5Y | +388.3% | -73.5% | +461.8% | +527.9% |
| 10Y | +1,464.9% | +200.7% | +1,264.2% | +834.4% |
| All | +40,884.7% | +17,531.7% | +23,353.0% | +18,872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling