+55.0%
JD vs MTB
+161.7%
-106.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.1% |
| 7D | +7.9% | -0.8% | +8.7% | +8.1% |
| 30D | +4.8% | +2.4% | +2.4% | +4.0% |
| 3M | -13.9% | -10.5% | -3.4% | -11.5% |
| 6M | -5.8% | +6.4% | -12.2% | -7.8% |
| YTD | +2.4% | +12.8% | -10.4% | -1.6% |
| 1Y | -7.5% | +23.3% | -30.8% | -13.3% |
| 3Y | +20.9% | +108.2% | -87.4% | -4.4% |
| 5Y | -58.0% | +68.6% | -126.6% | -65.1% |
| 10Y | +28.9% | +125.3% | -96.4% | -10.8% |
| All | +55.0% | +161.7% | -106.8% | -2.3% |
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 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