+54.3%
JD vs MCO
+585.9%
-531.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.0% |
| 7D | -1.7% | -4.2% | +2.5% | +0.4% |
| 30D | -13.2% | +2.2% | -15.3% | -14.3% |
| 3M | -3.2% | +10.1% | -13.3% | -8.4% |
| 6M | +15.2% | +5.3% | +10.0% | +10.7% |
| YTD | +2.0% | -2.7% | +4.7% | +1.2% |
| 1Y | -5.4% | -0.4% | -5.0% | -7.7% |
| 3Y | -9.1% | +49.0% | -58.1% | -31.8% |
| 5Y | -59.6% | +33.6% | -93.3% | -68.5% |
| 10Y | +26.2% | +395.3% | -369.1% | -59.2% |
| All | +54.3% | +585.9% | -531.5% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling