+135.7%
JBL vs MULL
+2,481.0%
-2,345.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +4.4% | +14.0% | -9.6% | +2.0% |
| 30D | -8.4% | +24.8% | -33.3% | -12.2% |
| 3M | -14.2% | -16.1% | +1.9% | -17.1% |
| 6M | +29.6% | +330.9% | -301.3% | -12.0% |
| YTD | +37.1% | +545.0% | -507.9% | -16.3% |
| 1Y | +49.5% | +2,427.1% | -2,377.6% | -32.9% |
| All | +135.7% | +2,481.0% | -2,345.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling