+54.3%
JD vs MTCH
+155.2%
-100.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | -1.7% | +0.7% | -2.3% | -1.9% |
| 30D | -13.2% | +9.7% | -22.9% | -15.6% |
| 3M | -3.2% | +21.1% | -24.3% | -9.0% |
| 6M | +15.2% | +37.5% | -22.3% | +3.8% |
| YTD | +2.0% | +31.9% | -29.9% | -7.3% |
| 1Y | -5.4% | +14.6% | -19.9% | -10.4% |
| 3Y | -9.1% | -6.2% | -2.9% | -12.1% |
| 5Y | -59.6% | -70.6% | +11.0% | -47.7% |
| 10Y | +26.2% | +185.6% | -159.3% | -16.5% |
| All | +54.3% | +155.2% | -100.9% | -21.1% |
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