+270.8%
MXL vs JBL
+1,952.9%
-1,682.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -1.1% |
| 7D | +16.6% | -1.0% | +17.7% | +17.5% |
| 30D | +0.5% | -15.1% | +15.5% | +13.3% |
| 3M | -3.6% | -14.0% | +10.4% | +12.0% |
| 6M | +328.0% | +20.6% | +307.4% | +298.4% |
| YTD | +297.8% | +32.9% | +264.9% | +246.9% |
| 1Y | +339.4% | +40.5% | +298.9% | +268.0% |
| 3Y | +201.7% | +183.7% | +18.0% | +56.4% |
| 5Y | +32.8% | +388.3% | -355.6% | -49.8% |
| 10Y | +274.8% | +1,464.9% | -1,190.1% | -23.5% |
| All | +270.8% | +1,952.9% | -1,682.1% | -43.4% |
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