+55.0%
JD vs MKC
+74.3%
-19.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +7.9% | -1.9% | +9.8% | +8.4% |
| 30D | +4.8% | +8.0% | -3.2% | +2.5% |
| 3M | -13.9% | -8.6% | -5.3% | -12.2% |
| 6M | -5.8% | +1.1% | -6.9% | -6.8% |
| YTD | +2.4% | -27.7% | +30.1% | +10.3% |
| 1Y | -7.5% | -23.7% | +16.2% | -2.1% |
| 3Y | +20.9% | -19.4% | +40.3% | +23.8% |
| 5Y | -58.0% | -33.3% | -24.7% | -55.9% |
| 10Y | +28.9% | +24.0% | +4.9% | +3.8% |
| All | +55.0% | +74.3% | -19.3% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling