+104.8%
MMM vs JBL
+189.9%
-85.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | +4.4% | -6.0% | -2.3% |
| 30D | -8.0% | -8.4% | +0.4% | -6.8% |
| 3M | +9.4% | -14.2% | +23.5% | +11.6% |
| 6M | +10.2% | +29.6% | -19.4% | +3.8% |
| YTD | +6.1% | +37.1% | -31.0% | -1.5% |
| 1Y | +10.8% | +49.5% | -38.7% | +0.6% |
| 3Y | +104.8% | +192.7% | -87.9% | +63.0% |
| All | +104.8% | +189.9% | -85.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling