+181.3%
MCD vs JBL
+1,455.1%
-1,273.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +4.0% | -6.9% | -3.5% |
| 30D | -6.7% | -7.5% | +0.7% | -5.8% |
| 3M | -9.6% | -14.1% | +4.5% | -8.0% |
| 6M | -22.3% | +25.9% | -48.2% | -26.6% |
| YTD | -15.4% | +36.7% | -52.1% | -21.7% |
| 1Y | -16.8% | +49.0% | -65.8% | -24.7% |
| 3Y | -2.4% | +191.8% | -194.2% | -27.2% |
| 5Y | +19.4% | +409.8% | -390.4% | -25.8% |
| 10Y | +181.3% | +1,509.2% | -1,327.9% | +24.9% |
| All | +181.3% | +1,455.1% | -1,273.8% | +24.9% |
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