+4,440.5%
MCD vs JBL
+34,654.4%
-30,213.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | +1.3% |
| 7D | +5.9% | -5.2% | +11.1% | +6.3% |
| 30D | +19.6% | -17.5% | +37.2% | +21.3% |
| 3M | +3.3% | -26.0% | +29.2% | +5.3% |
| 6M | +3.5% | -28.9% | +32.3% | +5.5% |
| YTD | -6.1% | +10.8% | -17.0% | -8.0% |
| 1Y | -3.7% | +18.3% | -22.0% | -6.2% |
| 3Y | +13.4% | +102.2% | -88.8% | +4.1% |
| 5Y | +25.2% | +303.2% | -278.1% | +7.6% |
| 10Y | +211.3% | +1,152.0% | -940.8% | +141.7% |
| All | +4,440.5% | +34,654.4% | -30,213.9% | +2,920.5% |
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