+40.1%
MA vs JBL
+189.9%
-149.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.8% | +4.4% | -6.2% | -2.0% |
| 30D | +1.4% | -8.4% | +9.9% | +1.8% |
| 3M | +17.7% | -14.2% | +31.9% | +18.4% |
| 6M | +9.7% | +29.6% | -19.9% | +5.7% |
| YTD | +0.5% | +37.1% | -36.6% | -3.9% |
| 1Y | -2.1% | +49.5% | -51.6% | -7.6% |
| 3Y | +40.1% | +192.7% | -152.6% | +20.2% |
| All | +40.1% | +189.9% | -149.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling