+152.8%
JPM vs MDB
-26.9%
+179.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -1.2% |
| 7D | -0.4% | -18.0% | +17.6% | +1.0% |
| 30D | -1.1% | -10.7% | +9.6% | -0.5% |
| 3M | +14.1% | +1.0% | +13.2% | +13.5% |
| 6M | +23.3% | +31.6% | -8.3% | +19.3% |
| YTD | +11.3% | -15.2% | +26.4% | +11.2% |
| 1Y | +23.0% | +10.1% | +12.9% | +19.8% |
| 3Y | +162.6% | -5.6% | +168.2% | +149.4% |
| 5Y | +152.8% | -24.5% | +177.3% | +126.8% |
| All | +152.8% | -26.9% | +179.6% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling