-5.6%
MDB vs JBL
+189.9%
-195.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.6% |
| 7D | -18.0% | +4.4% | -22.4% | -19.1% |
| 30D | -10.7% | -8.4% | -2.3% | -8.6% |
| 3M | +1.0% | -14.2% | +15.1% | +4.6% |
| 6M | +31.6% | +29.6% | +2.0% | +14.9% |
| YTD | -15.2% | +37.1% | -52.3% | -28.1% |
| 1Y | +10.1% | +49.5% | -39.4% | -10.8% |
| 3Y | -5.6% | +192.7% | -198.3% | -42.9% |
| All | -5.6% | +189.9% | -195.5% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling