+1,181.4%
MET vs JBL
+985.3%
+196.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | +1.1% | +4.4% | -3.3% | -0.2% |
| 30D | -2.3% | -8.4% | +6.1% | 0.0% |
| 3M | +13.9% | -14.2% | +28.0% | +17.7% |
| 6M | +34.8% | +29.6% | +5.2% | +21.2% |
| YTD | +23.5% | +37.1% | -13.5% | +8.4% |
| 1Y | +23.4% | +49.5% | -26.1% | +4.4% |
| 3Y | +64.9% | +192.7% | -127.8% | +7.7% |
| 5Y | +82.0% | +411.3% | -329.3% | -2.3% |
| 10Y | +244.4% | +1,447.6% | -1,203.3% | +28.6% |
| All | +1,181.4% | +985.3% | +196.0% | +243.7% |
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