+3.0%
MCHP vs JBL
+409.3%
-406.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.4% | +0.5% |
| 7D | 0.0% | +2.4% | -2.4% | -1.5% |
| 30D | -6.0% | -13.1% | +7.1% | +2.2% |
| 3M | -19.7% | -15.6% | -4.1% | -11.3% |
| 6M | +14.0% | +24.6% | -10.5% | -2.2% |
| YTD | +18.4% | +39.6% | -21.2% | -7.2% |
| 1Y | +17.1% | +48.6% | -31.5% | -13.2% |
| 3Y | +0.7% | +197.3% | -196.5% | -57.9% |
| All | +3.0% | +409.3% | -406.4% | -73.8% |
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