+48.9%
JPM vs MULL
+1,303.2%
-1,254.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | +1.6% | +43.3% | -41.7% | +0.2% |
| 30D | +3.4% | -37.4% | +40.9% | +4.5% |
| 3M | -5.7% | -36.8% | +31.2% | -5.1% |
| 6M | +13.5% | -36.9% | +50.4% | +10.4% |
| YTD | +8.4% | +250.7% | -242.2% | -8.4% |
| 1Y | +9.1% | +337.6% | -328.5% | -10.2% |
| All | +48.9% | +1,303.2% | -1,254.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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