+4,025.0%
MCD vs JBL
+42,637.0%
-38,612.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.8% | +3.0% | -5.9% | -3.1% |
| 30D | -6.0% | -8.3% | +2.2% | -5.5% |
| 3M | -5.6% | -16.9% | +11.3% | -4.5% |
| 6M | -21.9% | +21.8% | -43.6% | -23.6% |
| YTD | -14.7% | +36.3% | -51.0% | -17.5% |
| 1Y | -17.3% | +49.5% | -66.8% | -20.8% |
| 3Y | -2.2% | +170.6% | -172.8% | -12.1% |
| 5Y | +20.3% | +408.4% | -388.1% | +1.7% |
| 10Y | +180.7% | +1,450.4% | -1,269.7% | +114.9% |
| All | +4,025.0% | +42,637.0% | -38,612.0% | +2,607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling