+585.7%
JPM vs MAR
+441.6%
+144.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.3% | -2.1% | -0.3% | -1.4% |
| 30D | -2.3% | -5.7% | +3.3% | +0.2% |
| 3M | +14.9% | -14.6% | +29.5% | +22.8% |
| 6M | +23.6% | +1.3% | +22.3% | +21.8% |
| YTD | +11.3% | +6.7% | +4.6% | +6.7% |
| 1Y | +19.9% | +26.4% | -6.6% | +5.9% |
| 3Y | +162.6% | +64.7% | +97.9% | +103.2% |
| 5Y | +154.6% | +153.1% | +1.6% | +57.0% |
| All | +585.7% | +441.6% | +144.0% | +199.1% |
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