+20.3%
JPM vs MPC
+120.1%
-99.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +0.3% | +5.4% | -5.2% | +0.1% |
| 30D | -0.2% | +31.0% | -31.1% | -1.0% |
| 3M | +15.9% | +46.0% | -30.1% | +14.4% |
| 6M | +20.9% | +77.3% | -56.4% | +17.0% |
| YTD | +12.9% | +141.9% | -129.0% | +4.2% |
| 1Y | +20.3% | +120.9% | -100.6% | +11.6% |
| All | +20.3% | +120.1% | -99.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling