+592.1%
JPM vs M
-7.1%
+599.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.2% |
| 7D | -0.4% | -4.1% | +3.6% | +0.4% |
| 30D | -1.4% | -13.6% | +12.2% | +1.6% |
| 3M | +13.9% | -2.3% | +16.2% | +14.0% |
| 6M | +23.5% | +21.9% | +1.6% | +17.5% |
| YTD | +11.6% | -0.6% | +12.2% | +10.6% |
| 1Y | +21.4% | +29.7% | -8.4% | +13.1% |
| 3Y | +163.4% | +107.3% | +56.2% | +108.5% |
| 5Y | +152.5% | +20.5% | +132.0% | +110.2% |
| 10Y | +592.1% | -6.1% | +598.2% | +339.4% |
| All | +592.1% | -7.1% | +599.2% | +339.4% |
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