+13.4%
MCD vs JBL
+100.3%
-87.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | +2.0% |
| 7D | +5.9% | -5.2% | +11.1% | +5.7% |
| 30D | +19.6% | -17.5% | +37.2% | +18.9% |
| 3M | +3.3% | -26.0% | +29.2% | +2.4% |
| 6M | +3.5% | -28.9% | +32.3% | +2.5% |
| YTD | -6.1% | +10.8% | -17.0% | -6.7% |
| 1Y | -3.7% | +18.3% | -22.0% | -4.2% |
| 3Y | +13.4% | +102.2% | -88.8% | +11.9% |
| All | +13.4% | +100.3% | -87.0% | +11.9% |
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 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