-57.1%
JD vs MTB
+63.3%
-120.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | +13.4% | -1.3% | +14.7% | +13.8% |
| 30D | +7.7% | +0.5% | +7.2% | +7.4% |
| 3M | -11.3% | -12.4% | +1.1% | -7.7% |
| 6M | -5.1% | +1.5% | -6.7% | -6.1% |
| YTD | +5.0% | +10.3% | -5.3% | +0.8% |
| 1Y | -5.6% | +22.2% | -27.8% | -12.7% |
| 3Y | +17.8% | +96.9% | -79.2% | -13.7% |
| All | -57.1% | +63.3% | -120.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling