+10,848.8%
JPM vs MKC
+3,068.3%
+7,780.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +3.5% | -3.0% | +6.5% | +4.5% |
| 30D | +3.3% | +4.8% | -1.6% | +1.6% |
| 3M | -4.2% | -12.8% | +8.7% | -0.3% |
| 6M | +16.4% | +5.0% | +11.4% | +13.4% |
| YTD | +9.5% | -29.1% | +38.6% | +19.9% |
| 1Y | +14.0% | -26.4% | +40.4% | +23.2% |
| 3Y | +153.1% | -21.6% | +174.7% | +162.7% |
| 5Y | +134.9% | -35.2% | +170.1% | +154.6% |
| 10Y | +485.7% | +25.6% | +460.1% | +386.3% |
| All | +10,848.8% | +3,068.3% | +7,780.5% | +3,792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling