+166.4%
JPM vs MDB
-2.3%
+168.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.7% |
| 7D | +0.3% | -17.4% | +17.7% | +1.5% |
| 30D | -0.2% | -2.0% | +1.9% | -0.3% |
| 3M | +15.9% | -3.0% | +18.9% | +15.7% |
| 6M | +20.9% | +48.7% | -27.7% | +16.1% |
| YTD | +12.9% | -12.1% | +25.0% | +12.8% |
| 1Y | +20.3% | +14.5% | +5.8% | +17.1% |
| All | +166.4% | -2.3% | +168.6% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling