+11,024.8%
JPM vs MKC
+3,364.7%
+7,660.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.4% | -4.3% | +3.9% | +1.0% |
| 30D | -1.1% | -2.0% | +0.9% | -0.6% |
| 3M | +14.1% | +10.0% | +4.1% | +10.0% |
| 6M | +23.3% | -18.5% | +41.8% | +30.3% |
| YTD | +11.3% | -22.4% | +33.7% | +18.8% |
| 1Y | +23.0% | -23.6% | +46.6% | +31.5% |
| 3Y | +162.6% | -30.4% | +193.0% | +184.5% |
| 5Y | +152.8% | -34.2% | +186.9% | +173.9% |
| 10Y | +583.6% | +26.8% | +556.8% | +468.4% |
| All | +11,024.8% | +3,364.7% | +7,660.1% | +3,756.3% |
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