+3,634.3%
MDT vs JBL
+42,747.1%
-39,112.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | +4.0% | -4.3% | -0.7% |
| 30D | +2.8% | -7.5% | +10.3% | +3.5% |
| 3M | +13.1% | -14.1% | +27.2% | +14.3% |
| 6M | +2.3% | +25.9% | -23.5% | -1.0% |
| YTD | -2.7% | +36.7% | -39.3% | -6.9% |
| 1Y | +0.9% | +49.0% | -48.1% | -4.7% |
| 3Y | +26.8% | +191.8% | -164.9% | +9.7% |
| 5Y | -19.5% | +409.8% | -429.2% | -34.9% |
| 10Y | +40.6% | +1,509.2% | -1,468.6% | +0.1% |
| All | +3,634.3% | +42,747.1% | -39,112.8% | +1,907.3% |
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