-2.2%
JD vs MDLN
-7.5%
+5.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +0.3% |
| 7D | -2.6% | -11.5% | +8.9% | -2.0% |
| 30D | -15.4% | -7.6% | -7.8% | -15.0% |
| 3M | -5.0% | -11.4% | +6.3% | -4.7% |
| 6M | +0.9% | -24.5% | +25.4% | +3.2% |
| YTD | -2.5% | -22.9% | +20.4% | -0.5% |
| All | -2.2% | -7.5% | +5.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling