+308.9%
JPM vs MP
+257.7%
+51.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.3% |
| 7D | -0.8% | -10.5% | +9.8% | +0.2% |
| 30D | +1.5% | -23.5% | +25.0% | +3.8% |
| 3M | -5.7% | -25.4% | +19.8% | -3.6% |
| 6M | +7.2% | -51.3% | +58.5% | +13.3% |
| YTD | +5.8% | -29.9% | +35.7% | +7.2% |
| 1Y | +8.8% | -31.8% | +40.6% | +10.1% |
| 3Y | +147.4% | +127.0% | +20.4% | +108.2% |
| 5Y | +125.3% | -3.3% | +128.6% | +103.8% |
| All | +308.9% | +257.7% | +51.2% | +228.1% |
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 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