+465.0%
JPM vs MDT
+62.9%
+402.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | 0.0% |
| 7D | +3.5% | +1.0% | +2.5% | +2.9% |
| 30D | +3.3% | +9.2% | -5.9% | -1.6% |
| 3M | -4.2% | +14.5% | -18.7% | -11.3% |
| 6M | +16.4% | +37.3% | -20.9% | -3.5% |
| YTD | +9.5% | +9.8% | -0.3% | +2.4% |
| 1Y | +14.0% | +10.5% | +3.5% | +6.1% |
| 3Y | +153.1% | +57.4% | +95.6% | +85.5% |
| 5Y | +134.9% | +1.2% | +133.7% | +124.7% |
| All | +465.0% | +62.9% | +402.0% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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