+54.3%
JD vs MET
+226.6%
-172.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | -1.7% | +1.2% | -2.8% | -2.1% |
| 30D | -13.2% | +1.4% | -14.6% | -13.7% |
| 3M | -3.2% | +17.7% | -20.9% | -9.1% |
| 6M | +15.2% | +35.0% | -19.8% | +2.6% |
| YTD | +2.0% | +26.3% | -24.3% | -7.1% |
| 1Y | -5.4% | +22.8% | -28.2% | -13.2% |
| 3Y | -9.1% | +65.9% | -75.0% | -27.0% |
| 5Y | -59.6% | +85.4% | -145.0% | -69.0% |
| 10Y | +26.2% | +253.7% | -227.5% | -30.6% |
| All | +54.3% | +226.6% | -172.3% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling