+9,353.6%
JPM vs M
+442.1%
+8,911.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | -0.3% |
| 7D | +0.4% | +2.5% | -2.1% | -0.5% |
| 30D | +2.7% | +10.1% | -7.3% | -0.6% |
| 3M | -3.8% | -0.9% | -2.9% | -4.2% |
| 6M | +14.3% | +30.2% | -15.9% | +3.4% |
| YTD | +8.2% | +16.3% | -8.1% | +0.8% |
| 1Y | +11.0% | +27.0% | -16.0% | +0.1% |
| 3Y | +152.7% | +154.5% | -1.8% | +65.4% |
| 5Y | +130.8% | -1.1% | +131.9% | +87.2% |
| 10Y | +506.0% | +0.5% | +505.5% | +268.6% |
| All | +9,353.6% | +442.1% | +8,911.6% | +2,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling