+54.3%
JD vs MDY
+226.9%
-172.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -13.2% | -1.5% | -11.7% | -12.2% |
| 3M | -3.2% | +0.8% | -4.0% | -4.3% |
| 6M | +15.2% | +7.4% | +7.8% | +7.6% |
| YTD | +2.0% | +15.2% | -13.2% | -10.4% |
| 1Y | -5.4% | +16.5% | -21.9% | -17.7% |
| 3Y | -9.1% | +46.8% | -55.9% | -36.1% |
| 5Y | -59.6% | +46.0% | -105.6% | -71.3% |
| 10Y | +26.2% | +172.1% | -145.8% | -48.8% |
| All | +54.3% | +226.9% | -172.6% | -52.6% |
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