+150.6%
JPM vs MPC
+201.9%
-51.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | +1.6% | +9.4% | -7.8% | 0.0% |
| 30D | +3.4% | -13.4% | +16.9% | +5.9% |
| 3M | -5.7% | +18.9% | -24.5% | -9.5% |
| 6M | +13.5% | +64.9% | -51.4% | +1.1% |
| YTD | +8.4% | +156.8% | -148.4% | -15.2% |
| 1Y | +9.1% | +113.2% | -104.1% | -10.2% |
| All | +150.6% | +201.9% | -51.3% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling