+1,171.8%
MPC vs JBL
+1,148.2%
+23.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.4% |
| 7D | +11.2% | +6.3% | +4.9% | +8.3% |
| 30D | -14.5% | -13.5% | -1.0% | -9.3% |
| 3M | +16.7% | -31.3% | +48.0% | +35.1% |
| 6M | +67.6% | -28.4% | +96.0% | +86.8% |
| YTD | +157.9% | +11.6% | +146.3% | +123.2% |
| 1Y | +116.7% | +26.1% | +90.5% | +75.4% |
| 3Y | +199.8% | +97.4% | +102.4% | +73.9% |
| 5Y | +604.4% | +301.0% | +303.4% | +141.7% |
| All | +1,171.8% | +1,148.2% | +23.6% | +126.0% |
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