+479.1%
JPM vs M
-3.0%
+482.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +1.2% | +5.0% | -3.8% | +0.1% |
| 30D | +2.7% | +10.6% | -7.9% | +0.4% |
| 3M | -4.5% | +1.6% | -6.0% | -5.1% |
| 6M | +14.3% | +30.8% | -16.5% | +6.9% |
| YTD | +8.2% | +16.9% | -8.7% | +3.3% |
| 1Y | +10.0% | +26.3% | -16.2% | +3.1% |
| 3Y | +149.0% | +158.6% | -9.7% | +88.1% |
| 5Y | +131.0% | +2.1% | +128.9% | +103.1% |
| 10Y | +479.1% | -4.3% | +483.4% | +266.6% |
| All | +479.1% | -3.0% | +482.1% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling