+52.4%
JD vs MTCH
+155.1%
-102.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.1% | +6.7% | -10.8% | -6.0% |
| 30D | +4.6% | -1.8% | +6.4% | +4.7% |
| 3M | -4.7% | +12.2% | -17.0% | -8.5% |
| 6M | -17.4% | +16.6% | -34.0% | -22.0% |
| YTD | +0.7% | +31.8% | -31.1% | -8.9% |
| 1Y | -5.9% | +30.8% | -36.7% | -14.7% |
| 3Y | +18.9% | +49.6% | -30.8% | -0.4% |
| 5Y | -62.9% | -70.3% | +7.4% | -52.2% |
| 10Y | +32.5% | +155.1% | -122.6% | -9.7% |
| All | +52.4% | +155.1% | -102.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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