+942.1%
MDB vs JBL
+853.6%
+88.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | +6.8% | +6.3% | +0.5% | +3.7% |
| 30D | -6.2% | -13.5% | +7.3% | +0.7% |
| 3M | -29.2% | -31.3% | +2.1% | -16.6% |
| 6M | +10.3% | -28.4% | +38.7% | +24.6% |
| YTD | -20.4% | +11.6% | -32.0% | -31.0% |
| 1Y | -4.8% | +26.1% | -30.9% | -23.2% |
| 3Y | -11.6% | +97.4% | -108.9% | -48.0% |
| 5Y | -41.0% | +301.0% | -342.0% | -77.1% |
| All | +942.1% | +853.6% | +88.5% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling