+834.8%
MA vs JD
+50.3%
+784.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.1% |
| 7D | +3.2% | +11.7% | -8.6% | +1.2% |
| 30D | +15.9% | +8.1% | +7.9% | +14.4% |
| 3M | +15.2% | -12.0% | +27.1% | +17.5% |
| 6M | +32.4% | -3.5% | +35.9% | +32.6% |
| YTD | +15.6% | +3.3% | +12.3% | +14.1% |
| 1Y | +19.3% | -7.4% | +26.7% | +20.0% |
| 3Y | +73.0% | +16.6% | +56.4% | +59.2% |
| 5Y | +93.7% | -57.9% | +151.6% | +105.0% |
| 10Y | +575.0% | +32.6% | +542.4% | +409.6% |
| All | +834.8% | +50.3% | +784.5% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling