-4.2%
JD vs MKC
-30.0%
+25.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | -1.7% | -5.9% | +4.2% | -1.0% |
| 30D | -13.2% | -0.9% | -12.3% | -13.1% |
| 3M | -3.2% | +12.7% | -15.9% | -4.8% |
| 6M | +15.2% | -19.3% | +34.5% | +18.9% |
| YTD | +2.0% | -22.2% | +24.1% | +5.8% |
| 1Y | -5.4% | -23.3% | +18.0% | -1.6% |
| All | -4.2% | -30.0% | +25.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling