+40.4%
MXL vs JBL
+409.3%
-368.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.0% | +2.5% | +2.9% |
| 7D | +18.9% | +2.4% | +16.4% | +16.4% |
| 30D | +0.3% | -13.1% | +13.4% | +15.0% |
| 3M | -8.0% | -15.6% | +7.5% | +12.3% |
| 6M | +341.2% | +24.6% | +316.7% | +288.6% |
| YTD | +327.8% | +39.6% | +288.2% | +241.0% |
| 1Y | +364.9% | +48.6% | +316.3% | +248.3% |
| 3Y | +229.2% | +197.3% | +32.0% | +25.3% |
| All | +40.4% | +409.3% | -368.9% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling