+34.4%
JD vs MET
+197.3%
-162.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.3% |
| 7D | -4.1% | +4.5% | -8.6% | -5.6% |
| 30D | +4.6% | +3.5% | +1.1% | +3.2% |
| 3M | -4.7% | +5.9% | -10.7% | -7.0% |
| 6M | -17.4% | +33.1% | -50.4% | -25.8% |
| YTD | +0.7% | +33.6% | -32.9% | -10.0% |
| 1Y | -5.9% | +32.7% | -38.6% | -15.7% |
| 3Y | +18.9% | +85.0% | -66.2% | -7.7% |
| 5Y | -62.9% | +85.6% | -148.5% | -71.3% |
| All | +34.4% | +197.3% | -162.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling