+465.0%
JPM vs MAR
+529.3%
-64.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +3.5% | +1.6% | +1.9% | +2.7% |
| 30D | +3.3% | +13.8% | -10.6% | -2.6% |
| 3M | -4.2% | +20.3% | -24.5% | -12.0% |
| 6M | +16.4% | +21.3% | -4.9% | +5.9% |
| YTD | +9.5% | +37.2% | -27.7% | -6.3% |
| 1Y | +14.0% | +48.4% | -34.4% | -6.0% |
| 3Y | +153.1% | +120.1% | +33.0% | +72.0% |
| 5Y | +134.9% | +182.1% | -47.2% | +38.5% |
| All | +465.0% | +529.3% | -64.3% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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