+57.4%
MAR vs JBL
+20.8%
+36.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.9% | +2.5% |
| 7D | +7.7% | -11.1% | +18.9% | +8.9% |
| 30D | +19.4% | -14.1% | +33.5% | +21.1% |
| 3M | +23.3% | -23.9% | +47.3% | +26.4% |
| 6M | +22.8% | -24.1% | +46.9% | +24.8% |
| YTD | +37.8% | +13.5% | +24.3% | +28.2% |
| 1Y | +57.4% | +23.7% | +33.6% | +42.1% |
| All | +57.4% | +20.8% | +36.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling