+11,876.7%
MO vs JBL
+42,747.1%
-30,870.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | +4.0% | -6.4% | -2.6% |
| 30D | +3.6% | -7.5% | +11.1% | +3.9% |
| 3M | -3.7% | -14.1% | +10.3% | -3.2% |
| 6M | +4.5% | +25.9% | -21.4% | +2.5% |
| YTD | +21.5% | +36.7% | -15.2% | +18.4% |
| 1Y | +9.5% | +49.0% | -39.5% | +6.0% |
| 3Y | +93.6% | +191.8% | -98.2% | +77.7% |
| 5Y | +97.5% | +409.8% | -312.3% | +74.1% |
| 10Y | +111.2% | +1,509.2% | -1,398.1% | +72.7% |
| All | +11,876.7% | +42,747.1% | -30,870.4% | +7,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling