+11,024.8%
JPM vs MDT
+7,800.2%
+3,224.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -1.1% | +6.0% | -7.1% | -3.7% |
| 3M | +14.1% | +15.5% | -1.4% | +6.6% |
| 6M | +23.3% | +3.4% | +19.9% | +20.5% |
| YTD | +11.3% | -2.2% | +13.4% | +11.1% |
| 1Y | +23.0% | +2.6% | +20.4% | +19.9% |
| 3Y | +162.6% | +27.5% | +135.0% | +129.6% |
| 5Y | +152.8% | -20.1% | +172.8% | +167.8% |
| 10Y | +583.6% | +39.1% | +544.6% | +469.4% |
| All | +11,024.8% | +7,800.2% | +3,224.6% | +2,442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling