+55.0%
JD vs MDY
+221.6%
-166.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -5.1% |
| 7D | +7.9% | +0.7% | +7.2% | +7.0% |
| 30D | +4.8% | +1.3% | +3.5% | +3.3% |
| 3M | -13.9% | -4.1% | -9.8% | -11.4% |
| 6M | -5.8% | +1.0% | -6.8% | -7.6% |
| YTD | +2.4% | +13.3% | -10.9% | -9.1% |
| 1Y | -7.5% | +15.7% | -23.3% | -19.6% |
| 3Y | +20.9% | +59.6% | -38.7% | -21.5% |
| 5Y | -58.0% | +36.3% | -94.4% | -68.6% |
| 10Y | +28.9% | +173.6% | -144.7% | -48.4% |
| All | +55.0% | +221.6% | -166.6% | -52.0% |
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