+210.4%
MGY vs JBL
+1,035.0%
-824.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | -2.0% |
| 7D | +3.5% | +2.4% | +1.1% | +2.4% |
| 30D | +5.3% | -13.1% | +18.4% | +11.2% |
| 3M | +2.6% | -15.6% | +18.2% | +8.2% |
| 6M | -3.3% | +24.6% | -27.9% | -18.0% |
| YTD | +29.2% | +39.6% | -10.4% | +2.3% |
| 1Y | +18.0% | +48.6% | -30.6% | -11.1% |
| 3Y | +30.0% | +197.3% | -167.2% | -39.6% |
| 5Y | +92.7% | +413.0% | -320.3% | -39.7% |
| All | +210.4% | +1,035.0% | -824.6% | -43.1% |
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