+553.1%
MA vs JD
+31.9%
+521.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +2.3% | +13.4% | -11.1% | +0.1% |
| 30D | +14.7% | +7.7% | +7.0% | +13.1% |
| 3M | +13.5% | -11.3% | +24.8% | +15.7% |
| 6M | +33.1% | -5.1% | +38.3% | +33.7% |
| YTD | +15.1% | +5.0% | +10.0% | +13.2% |
| 1Y | +18.7% | -5.6% | +24.4% | +19.0% |
| 3Y | +72.1% | +17.8% | +54.3% | +57.5% |
| 5Y | +92.8% | -57.2% | +150.0% | +105.2% |
| All | +553.1% | +31.9% | +521.1% | +355.1% |
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