+9.5%
MGY vs JBL
+20.8%
-11.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -5.6% |
| 7D | -12.1% | -11.1% | -1.0% | -13.0% |
| 30D | -2.6% | -14.1% | +11.5% | -3.8% |
| 3M | -4.2% | -23.9% | +19.7% | -6.5% |
| 6M | -23.9% | -24.1% | +0.2% | -24.8% |
| YTD | +8.8% | +13.5% | -4.7% | +6.9% |
| 1Y | +9.5% | +23.7% | -14.3% | +8.3% |
| All | +9.5% | +20.8% | -11.3% | +8.3% |
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 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