-61.3%
JD vs MTB
+101.8%
-163.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -13.2% | -4.2% | -9.0% | -12.0% |
| 3M | -3.2% | +8.9% | -12.1% | -6.0% |
| 6M | +15.2% | +10.9% | +4.4% | +10.9% |
| YTD | +2.0% | +21.5% | -19.5% | -5.0% |
| 1Y | -5.4% | +21.9% | -27.3% | -12.2% |
| 3Y | -9.1% | +109.2% | -118.4% | -34.4% |
| All | -61.3% | +101.8% | -163.1% | -71.3% |
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