+554.8%
MA vs JD
+31.7%
+523.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | -0.3% | +7.9% | -8.3% | -1.7% |
| 30D | +11.3% | +4.8% | +6.6% | +10.4% |
| 3M | +16.7% | -13.9% | +30.6% | +19.5% |
| 6M | +32.8% | -5.8% | +38.6% | +33.6% |
| YTD | +15.6% | +2.4% | +13.2% | +14.2% |
| 1Y | +19.6% | -7.5% | +27.1% | +20.3% |
| 3Y | +72.1% | +20.9% | +51.2% | +56.5% |
| 5Y | +96.0% | -58.0% | +154.1% | +109.3% |
| 10Y | +554.8% | +28.9% | +525.9% | +355.6% |
| All | +554.8% | +31.7% | +523.1% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling