+28,826.4%
MCHP vs JBL
+42,747.1%
-13,920.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | +4.0% | -3.7% | -1.0% |
| 30D | -9.8% | -7.5% | -2.3% | -7.5% |
| 3M | -19.7% | -14.1% | -5.6% | -15.4% |
| 6M | +13.6% | +25.9% | -12.3% | +4.7% |
| YTD | +16.5% | +36.7% | -20.1% | +3.7% |
| 1Y | +15.7% | +49.0% | -33.3% | -0.5% |
| 3Y | 0.0% | +191.8% | -191.8% | -32.6% |
| 5Y | +4.4% | +409.8% | -405.4% | -40.9% |
| 10Y | +201.4% | +1,509.2% | -1,307.8% | +19.3% |
| All | +28,826.4% | +42,747.1% | -13,920.7% | +6,510.5% |
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