+14.0%
JPM vs MDT
+11.9%
+2.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +3.3% | +9.2% | -5.9% | +1.9% |
| 3M | -4.2% | +14.5% | -18.7% | -6.0% |
| 6M | +16.4% | +37.3% | -20.9% | +10.8% |
| YTD | +9.5% | +9.8% | -0.3% | +6.0% |
| 1Y | +14.0% | +10.5% | +3.5% | +9.9% |
| All | +14.0% | +11.9% | +2.2% | +9.9% |
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