+254.1%
MP vs JBL
+631.1%
-377.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.8% | +4.3% |
| 7D | -10.5% | -12.3% | +1.8% | -3.1% |
| 30D | -23.5% | -20.2% | -3.4% | -12.7% |
| 3M | -25.4% | -30.6% | +5.2% | -9.0% |
| 6M | -51.3% | -35.8% | -15.5% | -37.7% |
| YTD | -29.9% | +4.9% | -34.8% | -34.3% |
| 1Y | -31.8% | +11.3% | -43.1% | -38.3% |
| 3Y | +127.0% | +89.1% | +37.9% | +28.2% |
| 5Y | -3.3% | +272.1% | -275.3% | -71.0% |
| All | +254.1% | +631.1% | -377.0% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling