+18.8%
JPM vs MDT
+1.7%
+17.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | -2.5% | +0.2% | -2.7% | -2.5% |
| 3M | +14.1% | +14.3% | -0.1% | +12.0% |
| 6M | +25.1% | +4.0% | +21.1% | +23.8% |
| YTD | +12.1% | -3.7% | +15.8% | +10.8% |
| 1Y | +18.8% | -0.4% | +19.2% | +18.2% |
| All | +18.8% | +1.7% | +17.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling