-57.1%
JD vs MLM
+23.5%
-80.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.2% |
| 7D | +13.4% | -4.1% | +17.5% | +14.7% |
| 30D | +7.7% | +8.2% | -0.5% | +4.6% |
| 3M | -11.3% | -3.6% | -7.7% | -10.5% |
| 6M | -5.1% | -15.6% | +10.4% | -0.6% |
| YTD | +5.0% | -16.4% | +21.5% | +9.7% |
| 1Y | -5.6% | -14.3% | +8.7% | -2.5% |
| 3Y | +17.8% | +19.3% | -1.5% | +1.6% |
| All | -57.1% | +23.5% | -80.6% | -65.3% |
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