+10.2%
MTUM vs JBL
+20.8%
-10.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.9% | +0.1% |
| 7D | -10.1% | -11.1% | +1.0% | -5.4% |
| 30D | -15.6% | -14.1% | -1.5% | -10.0% |
| 3M | -12.7% | -23.9% | +11.2% | -2.7% |
| 6M | -3.7% | -24.1% | +20.4% | +7.3% |
| YTD | +9.4% | +13.5% | -4.0% | +5.7% |
| 1Y | +10.2% | +23.7% | -13.5% | +3.4% |
| All | +10.2% | +20.8% | -10.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling