+214.1%
MCD vs JD
+33.2%
+180.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +5.2% | +2.1% | +6.9% |
| 30D | +20.0% | +4.5% | +15.5% | +19.6% |
| 3M | +3.8% | -15.4% | +19.2% | +4.9% |
| 6M | +3.8% | -6.0% | +9.8% | +4.0% |
| YTD | -5.9% | +2.2% | -8.0% | -6.2% |
| 1Y | -3.2% | -6.7% | +3.4% | -3.0% |
| 3Y | +13.3% | +20.5% | -7.3% | +9.6% |
| 5Y | +25.2% | -58.4% | +83.7% | +28.5% |
| All | +214.1% | +33.2% | +180.9% | +187.2% |
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 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