-7.2%
JD vs MXL
+209.6%
-216.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.8% |
| 7D | -3.0% | +19.0% | -22.0% | -3.7% |
| 30D | -19.3% | +4.5% | -23.8% | -19.7% |
| 3M | -6.0% | -1.5% | -4.5% | -7.4% |
| 6M | +1.8% | +348.6% | -346.8% | -13.7% |
| YTD | -2.6% | +310.3% | -312.8% | -16.9% |
| 1Y | -17.4% | +344.7% | -362.2% | -30.5% |
| All | -7.2% | +209.6% | -216.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling