+6,923.6%
MCK vs JBL
+59,587.0%
-52,663.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -0.4% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | +0.4% | -13.1% | +13.5% | +1.7% |
| 3M | +12.1% | -15.6% | +27.7% | +13.5% |
| 6M | -5.4% | +24.6% | -30.0% | -8.5% |
| YTD | +7.8% | +39.6% | -31.8% | +3.0% |
| 1Y | +22.9% | +48.6% | -25.7% | +16.5% |
| 3Y | +110.7% | +197.3% | -86.5% | +82.1% |
| 5Y | +346.2% | +413.0% | -66.8% | +260.1% |
| 10Y | +440.1% | +1,543.9% | -1,103.8% | +282.4% |
| All | +6,923.6% | +59,587.0% | -52,663.4% | +3,723.2% |
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