+19.9%
JPM vs MAR
+25.7%
-5.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.3% | -2.1% | -0.3% | -1.8% |
| 30D | -2.3% | -5.7% | +3.3% | -0.9% |
| 3M | +14.9% | -14.6% | +29.5% | +19.4% |
| 6M | +23.6% | +1.3% | +22.3% | +21.6% |
| YTD | +11.3% | +6.7% | +4.6% | +8.5% |
| 1Y | +19.9% | +26.4% | -6.6% | +15.0% |
| All | +19.9% | +25.7% | -5.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling