+16.4%
JD vs MKC
+29.3%
-12.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -1.9% |
| 30D | -15.4% | -3.4% | -12.0% | -14.7% |
| 3M | -5.0% | +3.8% | -8.8% | -6.2% |
| 6M | +0.9% | -17.9% | +18.8% | +5.4% |
| YTD | -2.5% | -23.6% | +21.1% | +3.3% |
| 1Y | -16.0% | -23.1% | +7.1% | -11.4% |
| 3Y | -8.5% | -31.5% | +23.0% | -1.4% |
| 5Y | -61.8% | -33.1% | -28.7% | -59.7% |
| All | +16.4% | +29.3% | -12.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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