+32.2%
JD vs MDY
+173.8%
-141.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.2% |
| 7D | +0.4% | +0.2% | +0.2% | -0.1% |
| 30D | +4.2% | +2.1% | +2.1% | +2.1% |
| 3M | -12.8% | -3.6% | -9.1% | -10.6% |
| 6M | -8.8% | +1.7% | -10.5% | -10.9% |
| YTD | +0.5% | +13.8% | -13.3% | -10.7% |
| 1Y | -8.8% | +15.5% | -24.3% | -20.0% |
| 3Y | +18.6% | +58.3% | -39.8% | -20.9% |
| 5Y | -62.2% | +37.4% | -99.7% | -71.6% |
| 10Y | +32.2% | +171.0% | -138.7% | -35.7% |
| All | +32.2% | +173.8% | -141.6% | -35.7% |
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