+195.2%
MCD vs JD
+29.5%
+165.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.3% |
| 30D | +16.0% | +2.7% | +13.4% | +15.8% |
| 3M | 0.0% | -13.0% | +13.0% | +0.9% |
| 6M | +0.9% | -12.7% | +13.6% | +1.7% |
| YTD | -8.7% | -0.8% | -7.9% | -8.9% |
| 1Y | -8.6% | -8.9% | +0.3% | -8.2% |
| 3Y | +9.9% | +17.0% | -7.2% | +6.5% |
| 5Y | +22.6% | -63.5% | +86.1% | +27.7% |
| All | +195.2% | +29.5% | +165.7% | +167.1% |
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