+595.4%
MTUM vs JBL
+1,900.6%
-1,305.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.1% |
| 7D | +1.2% | -1.0% | +2.3% | +1.6% |
| 30D | -1.7% | -15.1% | +13.4% | +3.7% |
| 3M | -0.5% | -14.0% | +13.6% | +4.4% |
| 6M | +22.3% | +20.6% | +1.7% | +14.7% |
| YTD | +21.4% | +32.9% | -11.5% | +9.9% |
| 1Y | +20.0% | +40.5% | -20.5% | +6.0% |
| 3Y | +113.0% | +183.7% | -70.8% | +44.2% |
| 5Y | +77.3% | +388.3% | -311.1% | -1.8% |
| 10Y | +350.5% | +1,464.9% | -1,114.5% | +70.2% |
| All | +595.4% | +1,900.6% | -1,305.2% | +139.0% |
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