+58.1%
MP vs JBL
+405.9%
-347.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.5% |
| 7D | -2.9% | +3.0% | -5.9% | -4.6% |
| 30D | +13.8% | -8.3% | +22.1% | +18.9% |
| 3M | -16.7% | -16.9% | +0.2% | -7.6% |
| 6M | -11.5% | +21.8% | -33.3% | -21.4% |
| YTD | +7.9% | +36.3% | -28.4% | -11.2% |
| 1Y | -15.0% | +49.5% | -64.5% | -34.8% |
| 3Y | +153.5% | +170.6% | -17.1% | +15.2% |
| All | +58.1% | +405.9% | -347.8% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling