+78.1%
MMM vs JBL
+1,176.2%
-1,098.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.8% | +10.0% | -10.8% | -3.4% |
| 30D | +14.4% | -18.2% | +32.6% | +20.1% |
| 3M | +1.8% | -29.0% | +30.8% | +10.5% |
| 6M | +31.3% | -25.9% | +57.2% | +39.5% |
| YTD | +18.0% | +14.1% | +3.9% | +9.3% |
| 1Y | +10.9% | +21.7% | -10.8% | +0.5% |
| 3Y | +160.6% | +103.8% | +56.8% | +92.7% |
| 5Y | +44.5% | +310.0% | -265.5% | -18.1% |
| All | +78.1% | +1,176.2% | -1,098.2% | -31.3% |
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 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