+319.1%
JPM vs MP
+278.3%
+40.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.3% |
| 7D | +1.6% | +11.0% | -9.4% | +0.7% |
| 30D | +3.4% | -11.7% | +15.2% | +4.4% |
| 3M | -5.7% | -30.8% | +25.1% | -2.9% |
| 6M | +13.5% | -42.9% | +56.4% | +18.2% |
| YTD | +8.4% | -25.9% | +34.3% | +9.3% |
| 1Y | +9.1% | -37.3% | +46.3% | +11.4% |
| 3Y | +149.5% | +150.7% | -1.2% | +107.9% |
| 5Y | +132.6% | -19.3% | +151.9% | +112.8% |
| All | +319.1% | +278.3% | +40.8% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling