+534.5%
MPC vs JBL
+270.2%
+264.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -16.2% | -12.3% | -3.9% | -13.7% |
| 30D | -15.7% | -20.2% | +4.4% | -11.7% |
| 3M | +24.9% | -30.6% | +55.5% | +34.2% |
| 6M | +52.7% | -35.8% | +88.4% | +65.6% |
| YTD | +131.9% | +4.9% | +126.9% | +116.3% |
| 1Y | +96.6% | +11.3% | +85.3% | +79.7% |
| 3Y | +163.8% | +89.1% | +74.7% | +94.7% |
| All | +534.5% | +270.2% | +264.3% | +236.8% |
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 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