+162.3%
JPM vs MTB
+112.6%
+49.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -1.0% |
| 30D | -1.4% | -4.6% | +3.2% | +1.2% |
| 3M | +13.9% | +6.3% | +7.7% | +9.9% |
| 6M | +23.5% | +15.6% | +7.9% | +13.5% |
| YTD | +11.6% | +20.6% | -8.9% | +0.3% |
| 1Y | +21.4% | +22.5% | -1.2% | +7.8% |
| All | +162.3% | +112.6% | +49.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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