+20.2%
MRSH vs JBL
+409.3%
-389.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -0.4% |
| 7D | -4.8% | +2.4% | -7.2% | -4.8% |
| 30D | -6.3% | -13.1% | +6.8% | -5.9% |
| 3M | +5.8% | -15.6% | +21.4% | +6.5% |
| 6M | +2.8% | +24.6% | -21.8% | 0.0% |
| YTD | -3.1% | +39.6% | -42.7% | -7.1% |
| 1Y | -11.3% | +48.6% | -59.9% | -15.9% |
| 3Y | -5.0% | +197.3% | -202.2% | -23.2% |
| All | +20.2% | +409.3% | -389.2% | -22.4% |
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