+152.7%
JPM vs MLM
+18.8%
+133.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.4% |
| 7D | +0.4% | -3.8% | +4.3% | +1.9% |
| 30D | +2.7% | +11.0% | -8.3% | -1.0% |
| 3M | -3.8% | -3.1% | -0.8% | -2.9% |
| 6M | +14.3% | -9.8% | +24.1% | +18.0% |
| YTD | +8.2% | -14.4% | +22.6% | +13.5% |
| 1Y | +11.0% | -12.6% | +23.5% | +15.5% |
| 3Y | +152.7% | +19.7% | +132.9% | +136.0% |
| All | +152.7% | +18.8% | +133.8% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling