+302.4%
MXL vs JBL
+1,558.3%
-1,255.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.0% | +2.5% | +3.2% |
| 7D | +18.9% | +2.4% | +16.4% | +16.6% |
| 30D | +0.3% | -13.1% | +13.4% | +13.8% |
| 3M | -8.0% | -15.6% | +7.5% | +11.1% |
| 6M | +341.2% | +24.6% | +316.7% | +290.7% |
| YTD | +327.8% | +39.6% | +288.2% | +244.6% |
| 1Y | +364.9% | +48.6% | +316.3% | +253.4% |
| 3Y | +229.2% | +197.3% | +32.0% | +35.7% |
| 5Y | +42.8% | +413.0% | -370.2% | -61.8% |
| All | +302.4% | +1,558.3% | -1,255.9% | -49.0% |
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 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