+34.4%
JD vs MCO
+453.0%
-418.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -4.1% | +0.5% | -4.6% | -4.4% |
| 30D | +4.6% | +9.8% | -5.2% | -0.2% |
| 3M | -4.7% | +4.3% | -9.0% | -7.0% |
| 6M | -17.4% | +16.5% | -33.8% | -24.1% |
| YTD | +0.7% | +0.1% | +0.6% | -1.6% |
| 1Y | -5.9% | +4.4% | -10.3% | -10.1% |
| 3Y | +18.9% | +51.6% | -32.7% | -10.5% |
| 5Y | -62.9% | +36.7% | -99.6% | -71.1% |
| All | +34.4% | +453.0% | -418.7% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling