+7,291.9%
MCO vs JBL
+56,991.9%
-49,700.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +7.7% | -15.6% | +23.3% | +10.0% |
| 6M | +7.0% | +24.6% | -17.6% | +1.2% |
| YTD | -6.4% | +39.6% | -46.0% | -13.6% |
| 1Y | -7.6% | +48.6% | -56.3% | -16.2% |
| 3Y | +43.2% | +197.3% | -154.0% | +12.0% |
| 5Y | +29.6% | +413.0% | -383.4% | -8.6% |
| 10Y | +389.2% | +1,543.9% | -1,154.7% | +179.2% |
| All | +7,291.9% | +56,991.9% | -49,700.1% | +3,125.9% |
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