-41.2%
MP vs JBL
+15.6%
-56.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +3.3% |
| 7D | -1.6% | -5.2% | +3.6% | +1.5% |
| 30D | -18.2% | -17.5% | -0.6% | -8.9% |
| 3M | -26.1% | -26.0% | -0.2% | -13.8% |
| 6M | -44.0% | -28.9% | -15.2% | -33.6% |
| YTD | -25.3% | +10.8% | -36.1% | -33.3% |
| All | -41.2% | +15.6% | -56.8% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling