+1,017.5%
MDB vs JBL
+1,067.8%
-50.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.5% | +4.0% | -8.5% | -6.4% |
| 30D | -14.0% | -7.5% | -6.5% | -11.0% |
| 3M | +5.3% | -14.1% | +19.4% | +11.3% |
| 6M | +31.9% | +25.9% | +6.0% | +10.9% |
| YTD | -14.6% | +36.7% | -51.3% | -32.1% |
| 1Y | +8.2% | +49.0% | -40.8% | -19.0% |
| 3Y | -5.0% | +191.8% | -196.8% | -54.6% |
| 5Y | -24.5% | +409.8% | -434.3% | -73.5% |
| All | +1,017.5% | +1,067.8% | -50.3% | +128.0% |
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