+3,101.0%
MPC vs JBL
+1,790.6%
+1,310.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +5.4% | +3.0% | +2.4% | +4.0% |
| 30D | +31.0% | -8.3% | +39.2% | +35.3% |
| 3M | +46.0% | -16.9% | +62.9% | +55.4% |
| 6M | +77.3% | +21.8% | +55.6% | +54.1% |
| YTD | +141.9% | +36.3% | +105.6% | +97.0% |
| 1Y | +120.9% | +49.5% | +71.4% | +69.7% |
| 3Y | +182.7% | +170.6% | +12.1% | +48.2% |
| 5Y | +646.4% | +408.4% | +238.0% | +165.8% |
| 10Y | +1,138.7% | +1,450.4% | -311.7% | +147.8% |
| All | +3,101.0% | +1,790.6% | +1,310.4% | +404.8% |
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 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