+356.4%
JPM vs MDB
+986.0%
-629.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -0.4% | -4.5% | +4.1% | -0.1% |
| 30D | -1.4% | -14.0% | +12.6% | -0.5% |
| 3M | +13.9% | +5.3% | +8.6% | +13.0% |
| 6M | +23.5% | +31.9% | -8.4% | +19.6% |
| YTD | +11.6% | -14.6% | +26.3% | +11.4% |
| 1Y | +21.4% | +8.2% | +13.1% | +18.4% |
| 3Y | +163.4% | -5.0% | +168.5% | +151.2% |
| 5Y | +152.5% | -24.5% | +177.1% | +133.5% |
| All | +356.4% | +986.0% | -629.6% | +199.3% |
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