+16.1%
JPM vs MDB
-8.5%
+24.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.2% |
| 7D | +3.8% | -16.5% | +20.3% | +4.0% |
| 30D | +6.5% | -8.6% | +15.1% | +6.6% |
| 3M | -1.0% | -13.6% | +12.6% | -0.9% |
| 6M | +15.5% | +24.1% | -8.5% | +14.2% |
| YTD | +11.4% | -21.8% | +33.1% | +12.1% |
| 1Y | +16.1% | -7.7% | +23.8% | +16.2% |
| All | +16.1% | -8.5% | +24.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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