-61.3%
JD vs MLM
+41.9%
-103.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | -13.2% | -6.8% | -6.3% | -11.2% |
| 3M | -3.2% | -11.2% | +8.0% | 0.0% |
| 6M | +15.2% | -21.8% | +37.1% | +24.1% |
| YTD | +2.0% | -17.0% | +19.0% | +6.9% |
| 1Y | -5.4% | -16.4% | +11.0% | -1.4% |
| 3Y | -9.1% | +14.5% | -23.6% | -19.3% |
| All | -61.3% | +41.9% | -103.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 5y: compounded portfolio wealth divided by compounded MLM 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…
5y analysis · Full analysis span regression · 6 months rolling