+30.7%
MCO vs JBL
+409.3%
-378.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.7% |
| 7D | -3.8% | +2.4% | -6.2% | -4.2% |
| 30D | -0.4% | -13.1% | +12.7% | +2.0% |
| 3M | +7.7% | -15.6% | +23.3% | +10.4% |
| 6M | +7.0% | +24.6% | -17.6% | -1.1% |
| YTD | -6.4% | +39.6% | -46.0% | -16.5% |
| 1Y | -7.6% | +48.6% | -56.3% | -19.7% |
| 3Y | +43.2% | +197.3% | -154.0% | -6.0% |
| All | +30.7% | +409.3% | -378.6% | -36.4% |
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 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