+16.1%
JPM vs MP
-35.7%
+51.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.5% |
| 7D | +3.8% | -12.5% | +16.3% | +4.7% |
| 30D | +6.5% | -23.3% | +29.8% | +8.4% |
| 3M | -1.0% | -24.4% | +23.3% | +0.5% |
| 6M | +15.5% | -45.8% | +61.3% | +19.9% |
| YTD | +11.4% | -28.9% | +40.3% | +10.9% |
| 1Y | +16.1% | -34.6% | +50.6% | +16.1% |
| All | +16.1% | -35.7% | +51.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling