+9,762.1%
JPM vs M
+396.5%
+9,365.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.8% |
| 7D | +0.3% | +4.7% | -4.4% | -1.2% |
| 30D | -0.2% | -9.6% | +9.5% | +3.0% |
| 3M | +15.9% | +0.9% | +15.0% | +14.7% |
| 6M | +20.9% | +22.3% | -1.3% | +12.0% |
| YTD | +12.9% | +6.5% | +6.4% | +8.7% |
| 1Y | +20.3% | +38.8% | -18.5% | +5.6% |
| 3Y | +160.9% | +115.9% | +45.0% | +80.4% |
| 5Y | +154.8% | +28.6% | +126.2% | +85.9% |
| 10Y | +591.1% | -2.5% | +593.6% | +324.0% |
| All | +9,762.1% | +396.5% | +9,365.6% | +2,713.5% |
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