+140.1%
JBL vs MULL
+2,337.2%
-2,197.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.2% |
| 7D | +2.4% | -8.4% | +10.8% | +3.8% |
| 30D | -13.1% | +9.7% | -22.8% | -14.9% |
| 3M | -15.6% | -26.8% | +11.2% | -16.4% |
| 6M | +24.6% | +220.7% | -196.1% | -10.8% |
| YTD | +39.6% | +509.0% | -469.4% | -14.0% |
| 1Y | +48.6% | +1,739.5% | -1,690.9% | -28.9% |
| All | +140.1% | +2,337.2% | -2,197.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling