-1.6%
MDLN vs JBL
+16.3%
-17.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -4.8% | +23.2% | +18.2% |
| 7D | +24.7% | -11.1% | +35.8% | +24.7% |
| 30D | +12.7% | -14.1% | +26.8% | +12.9% |
| 3M | -4.0% | -23.9% | +19.9% | -3.6% |
| 6M | -8.7% | -24.1% | +15.4% | -8.7% |
| YTD | -3.9% | +13.5% | -17.4% | -12.2% |
| All | -1.6% | +16.3% | -17.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling