+19.9%
MA vs JD
-6.9%
+26.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.8% | +5.2% | -3.4% | +1.3% |
| 30D | +11.8% | +4.5% | +7.3% | +11.3% |
| 3M | +17.2% | -15.4% | +32.6% | +18.2% |
| 6M | +33.4% | -6.0% | +39.4% | +32.9% |
| YTD | +16.1% | +2.2% | +14.0% | +15.6% |
| 1Y | +19.9% | -6.7% | +26.6% | +23.3% |
| All | +19.9% | -6.9% | +26.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling