+88.5%
MA vs JD
-63.0%
+151.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +1.3% | -4.1% | +5.4% | +1.8% |
| 30D | +9.6% | +4.6% | +5.0% | +9.0% |
| 3M | +16.8% | -4.7% | +21.5% | +17.3% |
| 6M | +35.2% | -17.4% | +52.5% | +37.8% |
| YTD | +16.6% | +0.7% | +15.8% | +15.9% |
| 1Y | +19.8% | -5.9% | +25.7% | +20.0% |
| 3Y | +70.7% | +18.9% | +51.8% | +61.1% |
| All | +88.5% | -63.0% | +151.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling