-44.8%
MP vs JBL
+9.4%
-54.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.8% | +4.3% |
| 7D | -10.5% | -12.3% | +1.8% | -3.5% |
| 30D | -23.5% | -20.2% | -3.4% | -13.3% |
| 3M | -25.4% | -30.6% | +5.2% | -9.6% |
| 6M | -51.3% | -35.8% | -15.5% | -38.6% |
| YTD | -29.9% | +4.9% | -34.8% | -35.4% |
| All | -44.8% | +9.4% | -54.3% | -50.7% |
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