+47.9%
MMM vs JBL
+298.8%
-250.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +7.0% | -8.1% | +15.0% | +8.7% |
| 30D | +18.4% | -18.4% | +36.8% | +23.1% |
| 3M | +4.5% | -25.8% | +30.3% | +10.5% |
| 6M | +33.4% | -29.6% | +63.1% | +41.7% |
| YTD | +20.0% | +9.6% | +10.3% | +13.3% |
| 1Y | +15.0% | +14.1% | +1.0% | +7.3% |
| 3Y | +165.0% | +95.9% | +69.1% | +105.8% |
| 5Y | +47.9% | +298.3% | -250.4% | -12.5% |
| All | +47.9% | +298.8% | -250.9% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling