+95.0%
MO vs JBL
+195.4%
-100.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | +0.7% |
| 7D | +0.1% | +2.4% | -2.3% | +0.3% |
| 30D | +7.1% | -13.1% | +20.3% | +6.1% |
| 3M | -2.0% | -15.6% | +13.6% | -2.4% |
| 6M | +7.3% | +24.6% | -17.3% | +8.5% |
| YTD | +23.5% | +39.6% | -16.1% | +25.4% |
| 1Y | +11.0% | +48.6% | -37.6% | +13.1% |
| 3Y | +95.0% | +197.3% | -102.3% | +97.9% |
| All | +95.0% | +195.4% | -100.5% | +97.9% |
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