+724.3%
MA vs JD
+48.3%
+676.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | +1.5% | -13.2% | +14.7% | +3.9% |
| 3M | +20.4% | -3.2% | +23.6% | +20.9% |
| 6M | +11.1% | +15.2% | -4.1% | +7.8% |
| YTD | +2.0% | +2.0% | 0.0% | +0.9% |
| 1Y | -2.2% | -5.4% | +3.2% | -2.1% |
| 3Y | +41.9% | -9.1% | +51.0% | +36.9% |
| 5Y | +75.4% | -59.6% | +135.0% | +86.7% |
| 10Y | +527.5% | +26.2% | +501.3% | +377.6% |
| All | +724.3% | +48.3% | +676.0% | +515.7% |
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