-9.7%
JD vs MCO
+9.9%
-19.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.8% | +2.5% |
| 7D | +9.0% | +10.7% | -1.7% | +7.9% |
| 30D | +5.2% | +17.9% | -12.7% | +3.7% |
| 3M | -15.9% | +9.5% | -25.4% | -16.7% |
| 6M | -7.7% | +18.1% | -25.7% | -9.1% |
| YTD | +0.1% | +4.1% | -4.0% | +2.2% |
| 1Y | -9.7% | +9.3% | -19.1% | -10.1% |
| All | -9.7% | +9.9% | -19.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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