+1,705.9%
JPM vs MAR
+2,498.9%
-793.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -4.2% | +4.4% | +2.7% |
| 30D | -0.2% | -6.7% | +6.5% | +3.7% |
| 3M | +15.9% | -12.5% | +28.4% | +24.1% |
| 6M | +20.9% | +0.6% | +20.4% | +19.2% |
| YTD | +12.9% | +9.1% | +3.8% | +5.8% |
| 1Y | +20.3% | +26.2% | -5.9% | +3.1% |
| 3Y | +160.9% | +68.2% | +92.8% | +86.6% |
| 5Y | +154.8% | +163.9% | -9.1% | +34.5% |
| 10Y | +591.1% | +420.6% | +170.5% | +113.6% |
| All | +1,705.9% | +2,498.9% | -793.1% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling