+162.3%
JPM vs MAR
+64.8%
+97.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | -4.7% | +3.3% | +0.6% |
| 3M | +13.9% | -15.6% | +29.5% | +22.2% |
| 6M | +23.5% | +1.2% | +22.3% | +21.3% |
| YTD | +11.6% | +7.5% | +4.2% | +6.2% |
| 1Y | +21.4% | +26.6% | -5.3% | +5.9% |
| All | +162.3% | +64.8% | +97.5% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling