+159.3%
MP vs JBL
+100.1%
+59.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.5% |
| 7D | +9.5% | +6.3% | +3.1% | +6.4% |
| 30D | -3.0% | -13.5% | +10.5% | +3.5% |
| 3M | -30.4% | -31.3% | +1.0% | -18.4% |
| 6M | -39.2% | -28.4% | -10.7% | -30.3% |
| YTD | -23.3% | +11.6% | -34.9% | -26.7% |
| 1Y | -32.6% | +26.1% | -58.8% | -38.5% |
| 3Y | +159.3% | +97.4% | +61.9% | +75.5% |
| All | +159.3% | +100.1% | +59.1% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling