+110.9%
MO vs JBL
+1,558.3%
-1,447.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | -0.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +7.1% | -13.1% | +20.3% | +8.6% |
| 3M | -2.0% | -15.6% | +13.6% | -0.5% |
| 6M | +7.3% | +24.6% | -17.3% | +2.6% |
| YTD | +23.5% | +39.6% | -16.1% | +15.8% |
| 1Y | +11.0% | +48.6% | -37.6% | +2.7% |
| 3Y | +95.0% | +197.3% | -102.3% | +53.5% |
| 5Y | +100.6% | +413.0% | -312.4% | +36.1% |
| All | +110.9% | +1,558.3% | -1,447.5% | +10.7% |
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