+152.5%
JPM vs MDT
-20.5%
+173.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.4% | +2.8% | -4.2% | -2.4% |
| 3M | +13.9% | +13.1% | +0.8% | +8.7% |
| 6M | +23.5% | +2.3% | +21.2% | +22.1% |
| YTD | +11.6% | -2.7% | +14.3% | +12.1% |
| 1Y | +21.4% | +0.9% | +20.5% | +19.9% |
| 3Y | +163.4% | +26.8% | +136.6% | +134.3% |
| 5Y | +152.5% | -19.5% | +172.0% | +169.9% |
| All | +152.5% | -20.5% | +173.0% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling