+16.9%
JD vs MTB
+172.8%
-156.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | -19.3% | -4.6% | -14.7% | -18.5% |
| 3M | -6.0% | +6.3% | -12.3% | -7.5% |
| 6M | +1.8% | +15.6% | -13.8% | -1.9% |
| YTD | -2.6% | +20.6% | -23.1% | -7.2% |
| 1Y | -17.4% | +22.5% | -40.0% | -21.8% |
| 3Y | -8.6% | +114.4% | -123.0% | -25.8% |
| 5Y | -61.6% | +101.9% | -163.5% | -68.2% |
| 10Y | +16.9% | +170.4% | -153.6% | -8.7% |
| All | +16.9% | +172.8% | -156.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling