-1.2%
MCD vs JBL
+181.2%
-182.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.8% | +3.0% | -5.9% | -2.8% |
| 30D | -6.0% | -8.3% | +2.2% | -6.2% |
| 3M | -5.6% | -16.9% | +11.3% | -5.8% |
| 6M | -21.9% | +21.8% | -43.6% | -22.0% |
| YTD | -14.7% | +36.3% | -51.0% | -14.8% |
| 1Y | -17.3% | +49.5% | -66.8% | -17.4% |
| All | -1.2% | +181.2% | -182.4% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling