+51.2%
JD vs MTUM
+485.3%
-434.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -3.1% |
| 7D | -0.8% | +4.1% | -4.9% | -4.2% |
| 30D | -16.0% | -0.2% | -15.8% | -16.3% |
| 3M | -3.2% | -1.9% | -1.3% | -4.6% |
| 6M | +6.1% | +28.1% | -22.0% | -19.5% |
| YTD | -0.1% | +23.6% | -23.7% | -22.0% |
| 1Y | -12.7% | +26.1% | -38.9% | -33.3% |
| 3Y | -6.3% | +116.8% | -123.1% | -60.7% |
| 5Y | -61.3% | +80.0% | -141.4% | -80.1% |
| 10Y | +17.6% | +346.4% | -328.8% | -78.4% |
| All | +51.2% | +485.3% | -434.2% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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