+277.5%
MP vs JBL
+672.3%
-394.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +3.2% |
| 7D | -1.6% | -5.2% | +3.6% | +1.7% |
| 30D | -18.2% | -17.5% | -0.6% | -8.3% |
| 3M | -26.1% | -26.0% | -0.2% | -13.3% |
| 6M | -44.0% | -28.9% | -15.2% | -32.6% |
| YTD | -25.3% | +10.8% | -36.1% | -32.2% |
| 1Y | -35.6% | +18.3% | -53.9% | -43.8% |
| 3Y | +147.1% | +102.2% | +44.9% | +33.8% |
| 5Y | -11.3% | +303.2% | -314.5% | -74.7% |
| All | +277.5% | +672.3% | -394.8% | -27.6% |
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