+433.8%
MAR vs JBL
+1,558.3%
-1,124.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | -0.4% |
| 7D | -0.5% | +2.4% | -3.0% | -1.6% |
| 30D | -5.4% | -13.1% | +7.7% | -0.1% |
| 3M | -15.5% | -15.6% | +0.1% | -10.9% |
| 6M | +3.0% | +24.6% | -21.6% | -10.3% |
| YTD | +8.5% | +39.6% | -31.1% | -11.2% |
| 1Y | +26.0% | +48.6% | -22.7% | -1.5% |
| 3Y | +68.6% | +197.3% | -128.7% | -14.1% |
| 5Y | +157.4% | +413.0% | -255.6% | -6.4% |
| All | +433.8% | +1,558.3% | -1,124.5% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling