+344.0%
JPM vs MDB
+924.6%
-580.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.2% |
| 7D | -2.5% | +3.0% | -5.4% | -2.7% |
| 30D | +2.7% | -11.3% | +14.0% | +3.5% |
| 3M | -4.7% | -23.0% | +18.3% | -3.4% |
| 6M | +15.6% | +14.8% | +0.8% | +12.9% |
| YTD | +8.6% | -19.4% | +28.1% | +8.4% |
| 1Y | +10.9% | -9.0% | +19.9% | +9.3% |
| 3Y | +149.9% | -10.3% | +160.2% | +138.7% |
| 5Y | +131.9% | -38.4% | +170.3% | +117.2% |
| All | +344.0% | +924.6% | -580.6% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling