+34.4%
JD vs MDY
+165.3%
-131.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -4.1% | +2.3% | -6.4% | -5.9% |
| 30D | +4.6% | +2.0% | +2.6% | +2.6% |
| 3M | -4.7% | -5.6% | +0.9% | -0.7% |
| 6M | -17.4% | +1.3% | -18.6% | -19.0% |
| YTD | +0.7% | +12.3% | -11.6% | -9.5% |
| 1Y | -5.9% | +15.8% | -21.7% | -17.6% |
| 3Y | +18.9% | +56.5% | -37.6% | -20.0% |
| 5Y | -62.9% | +35.1% | -98.1% | -71.7% |
| All | +34.4% | +165.3% | -131.0% | -35.9% |
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