+26.1%
MMM vs JBL
+410.1%
-384.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.6% | +4.0% | -6.6% | -3.4% |
| 30D | -9.3% | -7.5% | -1.8% | -8.0% |
| 3M | +5.6% | -14.1% | +19.6% | +8.4% |
| 6M | +9.5% | +25.9% | -16.4% | +1.9% |
| YTD | +4.1% | +36.7% | -32.5% | -5.4% |
| 1Y | +9.4% | +49.0% | -39.6% | -3.5% |
| 3Y | +101.0% | +191.8% | -90.8% | +41.8% |
| 5Y | +26.1% | +409.8% | -383.7% | -27.5% |
| All | +26.1% | +410.1% | -384.0% | -27.5% |
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