+16.4%
JD vs MDY
+175.0%
-158.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | -2.6% | -2.5% | -0.1% | -0.6% |
| 30D | -15.4% | -5.0% | -10.3% | -11.9% |
| 3M | -5.0% | +0.5% | -5.5% | -5.8% |
| 6M | +0.9% | +8.0% | -7.1% | -5.8% |
| YTD | -2.5% | +12.2% | -14.6% | -11.9% |
| 1Y | -16.0% | +14.0% | -30.0% | -25.1% |
| 3Y | -8.5% | +48.2% | -56.7% | -35.1% |
| 5Y | -61.8% | +46.1% | -107.8% | -72.2% |
| All | +16.4% | +175.0% | -158.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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