+336.2%
JPM vs MP
+450.8%
-114.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +0.3% | -2.9% | +3.1% | +0.5% |
| 30D | -0.2% | +13.8% | -14.0% | -1.5% |
| 3M | +15.9% | -16.7% | +32.6% | +17.2% |
| 6M | +20.9% | -11.5% | +32.4% | +20.9% |
| YTD | +12.9% | +7.9% | +4.9% | +10.3% |
| 1Y | +20.3% | -15.0% | +35.3% | +19.0% |
| 3Y | +160.9% | +153.5% | +7.4% | +119.6% |
| 5Y | +154.8% | +58.7% | +96.2% | +121.1% |
| All | +336.2% | +450.8% | -114.6% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling