+52.1%
JD vs MDY
+223.0%
-170.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.3% |
| 7D | +0.4% | +0.2% | +0.2% | -0.1% |
| 30D | +4.2% | +2.1% | +2.1% | +2.0% |
| 3M | -12.8% | -3.6% | -9.1% | -10.5% |
| 6M | -8.8% | +1.7% | -10.5% | -11.0% |
| YTD | +0.5% | +13.8% | -13.3% | -11.2% |
| 1Y | -8.8% | +15.5% | -24.3% | -20.5% |
| 3Y | +18.6% | +58.3% | -39.8% | -22.5% |
| 5Y | -62.2% | +37.4% | -99.7% | -71.9% |
| 10Y | +32.2% | +171.0% | -138.7% | -46.4% |
| All | +52.1% | +223.0% | -170.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling