+32.5%
JD vs MTB
+122.1%
-89.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | 0.0% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +4.5% | +1.4% | +3.1% | +4.1% |
| 3M | -15.4% | -11.6% | -3.8% | -13.1% |
| 6M | -6.0% | +5.4% | -11.4% | -7.5% |
| YTD | +2.2% | +11.7% | -9.6% | -1.0% |
| 1Y | -6.7% | +20.5% | -27.2% | -11.3% |
| 3Y | +20.5% | +104.5% | -84.0% | -1.1% |
| 5Y | -58.4% | +65.1% | -123.5% | -64.2% |
| 10Y | +32.5% | +119.5% | -87.0% | +28.9% |
| All | +32.5% | +122.1% | -89.6% | +28.9% |
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