+1,174.7%
MPC vs JBL
+1,455.1%
-280.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +3.2% | +4.0% | -0.8% | +1.4% |
| 30D | +25.0% | -7.5% | +32.5% | +28.8% |
| 3M | +55.2% | -14.1% | +69.2% | +63.0% |
| 6M | +86.4% | +25.9% | +60.5% | +58.2% |
| YTD | +148.5% | +36.7% | +111.8% | +99.4% |
| 1Y | +121.7% | +49.0% | +72.7% | +67.5% |
| 3Y | +172.9% | +191.8% | -18.9% | +28.3% |
| 5Y | +679.9% | +409.8% | +270.1% | +140.4% |
| 10Y | +1,174.7% | +1,509.2% | -334.5% | +94.9% |
| All | +1,174.7% | +1,455.1% | -280.4% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling