+161.4%
JPM vs MDY
+47.3%
+114.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -2.3% | -2.5% | +0.2% | -0.4% |
| 30D | -2.3% | -5.0% | +2.7% | +1.6% |
| 3M | +14.9% | +0.5% | +14.4% | +14.2% |
| 6M | +23.6% | +8.0% | +15.6% | +15.9% |
| YTD | +11.3% | +12.2% | -0.9% | +1.4% |
| 1Y | +19.9% | +14.0% | +5.9% | +7.8% |
| All | +161.4% | +47.3% | +114.2% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling