+2,968.0%
MPC vs JBL
+1,355.5%
+1,612.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -16.2% | -12.3% | -3.9% | -11.3% |
| 30D | -15.7% | -20.2% | +4.4% | -7.8% |
| 3M | +24.9% | -30.6% | +55.5% | +43.5% |
| 6M | +52.7% | -35.8% | +88.4% | +78.0% |
| YTD | +131.9% | +4.9% | +126.9% | +108.5% |
| 1Y | +96.6% | +11.3% | +85.3% | +71.0% |
| 3Y | +163.8% | +89.1% | +74.7% | +63.4% |
| 5Y | +533.1% | +272.1% | +261.1% | +156.9% |
| 10Y | +1,118.6% | +1,150.2% | -31.5% | +164.1% |
| All | +2,968.0% | +1,355.5% | +1,612.5% | +434.1% |
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