+54.3%
JD vs MTB
+181.8%
-127.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | -13.2% | -4.2% | -9.0% | -12.2% |
| 3M | -3.2% | +8.9% | -12.1% | -5.5% |
| 6M | +15.2% | +10.9% | +4.4% | +11.6% |
| YTD | +2.0% | +21.5% | -19.5% | -3.8% |
| 1Y | -5.4% | +21.9% | -27.3% | -11.0% |
| 3Y | -9.1% | +109.2% | -118.4% | -28.1% |
| 5Y | -59.6% | +102.0% | -161.6% | -67.9% |
| 10Y | +26.2% | +171.9% | -145.7% | -20.1% |
| All | +54.3% | +181.8% | -127.5% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling