+318.2%
JPM vs MP
+268.3%
+49.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.0% |
| 7D | +1.2% | -3.6% | +4.8% | +1.5% |
| 30D | +2.7% | -21.0% | +23.7% | +4.7% |
| 3M | -4.5% | -33.3% | +28.8% | -1.3% |
| 6M | +14.3% | -45.9% | +60.2% | +19.6% |
| YTD | +8.2% | -27.8% | +36.0% | +9.4% |
| 1Y | +10.0% | -43.2% | +53.2% | +13.4% |
| 3Y | +149.0% | +144.0% | +4.9% | +108.0% |
| 5Y | +131.0% | -6.1% | +137.1% | +109.4% |
| All | +318.2% | +268.3% | +49.9% | +234.7% |
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