+213.3%
MCD vs JBL
+1,127.6%
-914.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +7.3% | -8.1% | +15.3% | +8.4% |
| 30D | +20.0% | -18.4% | +38.4% | +23.2% |
| 3M | +3.8% | -25.8% | +29.6% | +7.8% |
| 6M | +3.8% | -29.6% | +33.4% | +7.8% |
| YTD | -5.9% | +9.6% | -15.5% | -10.4% |
| 1Y | -3.2% | +14.1% | -17.3% | -8.8% |
| 3Y | +13.3% | +95.9% | -82.6% | -8.6% |
| 5Y | +25.2% | +298.3% | -273.1% | -19.4% |
| 10Y | +213.3% | +1,150.1% | -936.7% | +44.6% |
| All | +213.3% | +1,127.6% | -914.3% | +44.6% |
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 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