+25.2%
MCD vs JBL
+299.1%
-274.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | +1.6% |
| 7D | +5.9% | -5.2% | +11.1% | +6.0% |
| 30D | +19.6% | -17.5% | +37.2% | +20.2% |
| 3M | +3.3% | -26.0% | +29.2% | +4.1% |
| 6M | +3.5% | -28.9% | +32.3% | +4.3% |
| YTD | -6.1% | +10.8% | -17.0% | -8.2% |
| 1Y | -3.7% | +18.3% | -22.0% | -6.3% |
| 3Y | +13.4% | +102.2% | -88.8% | +2.7% |
| 5Y | +25.2% | +303.2% | -278.1% | -4.9% |
| All | +25.2% | +299.1% | -274.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling