+54.6%
JD vs MKC
+70.1%
-15.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +5.8% |
| 30D | +4.5% | +5.4% | -0.9% | +2.9% |
| 3M | -15.4% | -11.1% | -4.3% | -13.1% |
| 6M | -6.0% | -1.4% | -4.6% | -6.5% |
| YTD | +2.2% | -29.4% | +31.6% | +10.7% |
| 1Y | -6.7% | -24.7% | +18.1% | -0.9% |
| 3Y | +20.5% | -21.8% | +42.4% | +24.5% |
| 5Y | -58.4% | -36.0% | -22.4% | -55.7% |
| 10Y | +32.5% | +24.9% | +7.5% | +5.6% |
| All | +54.6% | +70.1% | -15.5% | -3.6% |
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