-5.9%
JD vs MDY
+14.2%
-20.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -4.1% | +2.3% | -6.4% | -4.6% |
| 30D | +4.6% | +2.0% | +2.6% | +3.9% |
| 3M | -4.7% | -5.6% | +0.9% | -3.1% |
| 6M | -17.4% | +1.3% | -18.6% | -18.4% |
| YTD | +0.7% | +12.3% | -11.6% | -6.2% |
| 1Y | -5.9% | +15.8% | -21.7% | -13.3% |
| All | -5.9% | +14.2% | -20.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling