+590.9%
JPM vs MKC
+29.9%
+561.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | -2.5% | -3.1% | +0.7% | -1.8% |
| 3M | +14.1% | +5.2% | +9.0% | +12.4% |
| 6M | +25.1% | -12.8% | +37.9% | +28.4% |
| YTD | +12.1% | -23.3% | +35.4% | +18.2% |
| 1Y | +18.8% | -24.1% | +42.9% | +25.3% |
| 3Y | +163.4% | -32.1% | +195.5% | +183.1% |
| 5Y | +156.5% | -32.8% | +189.3% | +171.2% |
| All | +590.9% | +29.9% | +561.0% | +541.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling