+209.8%
MGY vs JBL
+980.5%
-770.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.9% |
| 7D | +1.8% | -1.0% | +2.8% | +2.2% |
| 30D | +6.5% | -15.1% | +21.6% | +13.7% |
| 3M | +0.3% | -14.0% | +14.4% | +4.6% |
| 6M | -2.4% | +20.6% | -23.0% | -16.1% |
| YTD | +29.0% | +32.9% | -3.9% | +4.4% |
| 1Y | +17.0% | +40.5% | -23.5% | -9.5% |
| 3Y | +26.2% | +183.7% | -157.6% | -40.2% |
| 5Y | +92.3% | +388.3% | -296.0% | -38.4% |
| All | +209.8% | +980.5% | -770.6% | -41.9% |
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