+1,182.4%
JPM vs MPC
+2,849.2%
-1,666.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.8% | -16.2% | +15.4% | +5.2% |
| 30D | +1.5% | -15.7% | +17.2% | +7.1% |
| 3M | -5.7% | +24.9% | -30.6% | -13.8% |
| 6M | +7.2% | +52.7% | -45.4% | -9.5% |
| YTD | +5.8% | +131.9% | -126.0% | -24.4% |
| 1Y | +8.8% | +96.6% | -87.9% | -17.6% |
| 3Y | +147.4% | +163.8% | -16.4% | +62.8% |
| 5Y | +125.3% | +533.1% | -407.8% | +2.8% |
| 10Y | +540.5% | +1,118.6% | -578.1% | +101.2% |
| All | +1,182.4% | +2,849.2% | -1,666.9% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling