+0.2%
JD vs MDLN
-0.9%
+1.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -16.0% | -1.5% | -14.5% | -15.9% |
| 3M | -3.2% | +2.6% | -5.8% | -3.8% |
| 6M | +6.1% | -20.9% | +26.9% | +8.3% |
| YTD | -0.1% | -17.4% | +17.3% | +1.5% |
| All | +0.2% | -0.9% | +1.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling