+312.4%
JPM vs MP
+240.8%
+71.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.0% | +1.8% | -3.7% |
| 7D | -1.8% | -19.0% | +17.2% | 0.0% |
| 30D | +1.8% | -30.5% | +32.3% | +5.0% |
| 3M | -5.6% | -29.6% | +23.9% | -3.1% |
| 6M | +10.1% | -50.4% | +60.5% | +16.1% |
| YTD | +6.7% | -33.2% | +39.9% | +8.6% |
| 1Y | +10.3% | -38.6% | +48.9% | +12.8% |
| 3Y | +151.4% | +105.5% | +45.9% | +113.8% |
| 5Y | +127.3% | -7.8% | +135.1% | +106.5% |
| All | +312.4% | +240.8% | +71.6% | +232.4% |
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