-16.0%
JD vs MDY
+13.9%
-30.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.4% |
| 30D | -15.4% | -5.0% | -10.3% | -13.4% |
| 3M | -5.0% | +0.5% | -5.5% | -6.0% |
| 6M | +0.9% | +8.0% | -7.1% | -5.1% |
| YTD | -2.5% | +12.2% | -14.6% | -11.7% |
| 1Y | -16.0% | +14.0% | -30.0% | -25.1% |
| All | -16.0% | +13.9% | -30.0% | -25.1% |
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 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