+319.8%
JPM vs MP
+271.0%
+48.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -2.5% | +2.3% | -4.8% | -2.7% |
| 30D | +2.7% | -15.3% | +18.0% | +4.1% |
| 3M | -4.7% | -33.5% | +28.8% | -1.5% |
| 6M | +15.6% | -45.5% | +61.1% | +20.8% |
| YTD | +8.6% | -27.3% | +35.9% | +9.7% |
| 1Y | +10.9% | -40.7% | +51.6% | +13.8% |
| 3Y | +149.9% | +145.9% | +4.1% | +108.6% |
| 5Y | +131.9% | -13.9% | +145.8% | +111.4% |
| All | +319.8% | +271.0% | +48.8% | +235.7% |
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