-3.9%
MCD vs JBL
+20.8%
-24.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.8% | +11.4% | +6.1% |
| 7D | +11.9% | -11.1% | +23.0% | +10.9% |
| 30D | +20.2% | -14.1% | +34.3% | +19.0% |
| 3M | +5.2% | -23.9% | +29.1% | +3.4% |
| 6M | 0.0% | -24.1% | +24.1% | -1.9% |
| YTD | -6.5% | +13.5% | -20.0% | -8.1% |
| 1Y | -3.9% | +23.7% | -27.7% | -6.6% |
| All | -3.9% | +20.8% | -24.7% | -6.6% |
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