+152.8%
JPM vs M
+24.8%
+127.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | -1.1% | -11.6% | +10.5% | +0.8% |
| 3M | +14.1% | +1.6% | +12.5% | +13.5% |
| 6M | +23.3% | +25.2% | -1.9% | +18.2% |
| YTD | +11.3% | +3.8% | +7.5% | +9.8% |
| 1Y | +23.0% | +36.3% | -13.3% | +15.7% |
| 3Y | +162.6% | +116.3% | +46.2% | +117.6% |
| 5Y | +152.8% | +28.2% | +124.6% | +117.6% |
| All | +152.8% | +24.8% | +127.9% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling