-7.2%
JD vs MKSI
+184.9%
-192.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -2.6% | +4.9% | -7.5% | -3.5% |
| 30D | -15.4% | -11.0% | -4.4% | -13.8% |
| 3M | -5.0% | -17.1% | +12.1% | -4.3% |
| 6M | +0.9% | +16.4% | -15.5% | -7.0% |
| YTD | -2.5% | +64.3% | -66.8% | -18.6% |
| 1Y | -16.0% | +137.7% | -153.8% | -37.2% |
| All | -7.2% | +184.9% | -192.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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