+76.3%
MMM vs JBL
+1,148.2%
-1,071.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -0.4% | +6.3% | -6.7% | -2.1% |
| 30D | +12.1% | -13.5% | +25.6% | +16.1% |
| 3M | +1.4% | -31.3% | +32.8% | +11.1% |
| 6M | +26.6% | -28.4% | +55.0% | +35.8% |
| YTD | +16.8% | +11.6% | +5.2% | +8.9% |
| 1Y | +10.1% | +26.1% | -16.0% | -1.3% |
| 3Y | +158.4% | +97.4% | +61.1% | +92.9% |
| 5Y | +43.1% | +301.0% | -257.9% | -18.4% |
| All | +76.3% | +1,148.2% | -1,071.9% | -31.6% |
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