+453.7%
MP vs JBL
+855.1%
-401.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.2% |
| 7D | +3.0% | +4.4% | -1.4% | +0.3% |
| 30D | +8.3% | -8.4% | +16.8% | +13.6% |
| 3M | -3.8% | -14.2% | +10.3% | +4.9% |
| 6M | -4.9% | +29.6% | -34.5% | -19.2% |
| YTD | +9.6% | +37.1% | -27.5% | -11.2% |
| 1Y | -11.7% | +49.5% | -61.2% | -33.3% |
| 3Y | +158.5% | +192.7% | -34.2% | +6.9% |
| 5Y | +68.9% | +411.3% | -342.4% | -58.0% |
| All | +453.7% | +855.1% | -401.4% | -5.2% |
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