+54.3%
JD vs MLM
+378.8%
-324.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.6% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | -13.2% | -6.8% | -6.3% | -11.6% |
| 3M | -3.2% | -11.2% | +8.0% | -0.5% |
| 6M | +15.2% | -21.8% | +37.1% | +22.3% |
| YTD | +2.0% | -17.0% | +19.0% | +6.1% |
| 1Y | -5.4% | -16.4% | +11.0% | -1.9% |
| 3Y | -9.1% | +14.5% | -23.6% | -15.0% |
| 5Y | -59.6% | +41.7% | -101.4% | -64.8% |
| 10Y | +26.2% | +200.0% | -173.8% | -15.1% |
| All | +54.3% | +378.8% | -324.5% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling