+4,609.2%
MU vs JBL
+1,199.1%
+3,410.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +9.2% |
| 7D | +2.0% | +0.1% | +1.9% | +3.0% |
| 30D | -18.0% | -17.0% | -0.9% | -4.7% |
| 3M | -6.6% | -27.4% | +20.8% | +18.2% |
| 6M | +2.0% | -29.1% | +31.1% | +34.7% |
| YTD | +184.5% | +13.6% | +170.8% | +167.1% |
| 1Y | +236.9% | +22.8% | +214.1% | +200.1% |
| 3Y | +987.0% | +103.0% | +883.9% | +571.4% |
| 5Y | +1,014.6% | +307.4% | +707.3% | +303.3% |
| 10Y | +4,609.2% | +1,173.9% | +3,435.3% | +765.6% |
| All | +4,609.2% | +1,199.1% | +3,410.1% | +765.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling