+117.2%
MPC vs JBL
+20.8%
+96.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.8% | -3.3% | -8.2% |
| 7D | -10.9% | -11.1% | +0.2% | -11.2% |
| 30D | -9.4% | -14.1% | +4.7% | -9.7% |
| 3M | +26.0% | -23.9% | +49.9% | +25.0% |
| 6M | +56.5% | -24.1% | +80.6% | +55.9% |
| YTD | +144.3% | +13.5% | +130.8% | +140.3% |
| 1Y | +117.2% | +23.7% | +93.5% | +110.6% |
| All | +117.2% | +20.8% | +96.4% | +110.6% |
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 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