+153.1%
JPM vs MP
+161.0%
-7.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.8% |
| 7D | +3.5% | +9.5% | -6.0% | +2.9% |
| 30D | +3.3% | -3.0% | +6.2% | +3.4% |
| 3M | -4.2% | -30.4% | +26.2% | -2.3% |
| 6M | +16.4% | -39.2% | +55.6% | +19.2% |
| YTD | +9.5% | -23.3% | +32.8% | +9.9% |
| 1Y | +14.0% | -32.6% | +46.7% | +15.2% |
| 3Y | +153.1% | +159.3% | -6.2% | +123.9% |
| All | +153.1% | +161.0% | -7.9% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling