+590.9%
JPM vs MDT
+39.8%
+551.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.7% | -3.4% | +2.7% | +1.2% |
| 30D | -2.5% | +0.2% | -2.7% | -2.7% |
| 3M | +14.1% | +14.3% | -0.1% | +5.3% |
| 6M | +25.1% | +4.0% | +21.1% | +21.2% |
| YTD | +12.1% | -3.7% | +15.8% | +12.9% |
| 1Y | +18.8% | -0.4% | +19.2% | +16.9% |
| 3Y | +163.4% | +23.3% | +140.1% | +123.5% |
| 5Y | +156.5% | -18.9% | +175.4% | +180.2% |
| All | +590.9% | +39.8% | +551.0% | +463.0% |
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