+135.3%
JPM vs MPC
+600.5%
-465.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +3.5% | +11.2% | -7.7% | +0.9% |
| 30D | +3.3% | -14.5% | +17.7% | +6.9% |
| 3M | -4.2% | +16.7% | -20.9% | -8.5% |
| 6M | +16.4% | +67.6% | -51.2% | +0.5% |
| YTD | +9.5% | +157.9% | -148.4% | -17.7% |
| 1Y | +14.0% | +116.7% | -102.6% | -9.8% |
| 3Y | +153.1% | +199.8% | -46.7% | +75.0% |
| All | +135.3% | +600.5% | -465.2% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling