+5,785.4%
JPM vs MDY
+2,644.5%
+3,140.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -1.6% |
| 30D | -1.1% | -3.1% | +2.0% | +2.4% |
| 3M | +14.1% | +1.8% | +12.3% | +11.5% |
| 6M | +23.3% | +10.8% | +12.5% | +9.2% |
| YTD | +11.3% | +14.4% | -3.2% | -5.1% |
| 1Y | +23.0% | +15.2% | +7.8% | +3.8% |
| 3Y | +162.6% | +51.2% | +111.4% | +58.4% |
| 5Y | +152.8% | +47.2% | +105.5% | +52.5% |
| 10Y | +583.6% | +171.1% | +412.5% | +95.9% |
| All | +5,785.4% | +2,644.5% | +3,140.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling