+10,760.3%
JPM vs MDT
+8,659.9%
+2,100.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.1% |
| 30D | +2.7% | +10.5% | -7.8% | -1.7% |
| 3M | -4.7% | +13.0% | -17.7% | -9.9% |
| 6M | +15.6% | +38.7% | -23.1% | -0.8% |
| YTD | +8.6% | +8.5% | +0.1% | +3.4% |
| 1Y | +10.9% | +10.0% | +0.9% | +4.8% |
| 3Y | +149.9% | +58.6% | +91.3% | +98.4% |
| 5Y | +131.9% | -0.3% | +132.2% | +122.8% |
| 10Y | +481.0% | +61.3% | +419.7% | +353.5% |
| All | +10,760.3% | +8,659.9% | +2,100.4% | +2,266.9% |
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 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