+297.0%
MXL vs JBL
+20.8%
+276.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.8% | -6.3% | -5.1% |
| 7D | -24.3% | -11.1% | -13.2% | -12.0% |
| 30D | -46.1% | -14.1% | -32.0% | -34.1% |
| 3M | -21.8% | -23.9% | +2.1% | +10.9% |
| 6M | -27.2% | -24.1% | -3.1% | +8.2% |
| YTD | +226.2% | +13.5% | +212.7% | +247.5% |
| 1Y | +297.0% | +23.7% | +273.3% | +284.2% |
| All | +297.0% | +20.8% | +276.2% | +284.2% |
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