+20.9%
JD vs MDY
+57.1%
-36.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -4.4% |
| 7D | +7.9% | +0.7% | +7.2% | +7.2% |
| 30D | +4.8% | +1.3% | +3.5% | +3.7% |
| 3M | -13.9% | -4.1% | -9.8% | -11.9% |
| 6M | -5.8% | +1.0% | -6.8% | -7.2% |
| YTD | +2.4% | +13.3% | -10.9% | -7.1% |
| 1Y | -7.5% | +15.7% | -23.3% | -17.5% |
| 3Y | +20.9% | +59.6% | -38.7% | -16.5% |
| All | +20.9% | +57.1% | -36.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling