+1,500.1%
JPM vs MKTX
+1,445.1%
+55.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | +13.9% | +40.8% | -26.9% | -0.1% |
| 6M | +23.5% | -10.9% | +34.4% | +25.6% |
| YTD | +11.6% | -8.6% | +20.2% | +12.2% |
| 1Y | +21.4% | -11.6% | +32.9% | +22.7% |
| 3Y | +163.4% | -24.5% | +188.0% | +167.6% |
| 5Y | +152.5% | -60.7% | +213.2% | +210.4% |
| 10Y | +592.1% | +5.1% | +587.0% | +421.7% |
| All | +1,500.1% | +1,445.1% | +55.0% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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