-61.5%
JD vs MDY
+46.3%
-107.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | -4.2% | -1.9% | -2.4% | -2.6% |
| 30D | -14.4% | -4.6% | -9.8% | -10.8% |
| 3M | -3.6% | -1.2% | -2.3% | -2.9% |
| 6M | -0.3% | +9.2% | -9.5% | -8.9% |
| YTD | -2.4% | +13.1% | -15.4% | -13.9% |
| 1Y | -18.5% | +13.0% | -31.5% | -28.2% |
| 3Y | -7.0% | +49.2% | -56.2% | -40.0% |
| All | -61.5% | +46.3% | -107.8% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling