+243.8%
MET vs JBL
+1,558.3%
-1,314.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -1.5% |
| 7D | -0.5% | +2.4% | -2.9% | -1.5% |
| 30D | +0.5% | -13.1% | +13.6% | +5.5% |
| 3M | +11.6% | -15.6% | +27.2% | +17.0% |
| 6M | +40.8% | +24.6% | +16.2% | +24.1% |
| YTD | +25.7% | +39.6% | -13.9% | +4.6% |
| 1Y | +24.4% | +48.6% | -24.2% | -0.5% |
| 3Y | +67.5% | +197.3% | -129.8% | -9.6% |
| 5Y | +85.8% | +413.0% | -327.2% | -27.5% |
| All | +243.8% | +1,558.3% | -1,314.5% | -17.4% |
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