+25.2%
MCD vs JD
-58.0%
+83.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | +5.9% | +7.9% | -2.0% | +5.7% |
| 30D | +19.6% | +4.8% | +14.9% | +19.4% |
| 3M | +3.3% | -13.9% | +17.2% | +3.7% |
| 6M | +3.5% | -5.8% | +9.3% | +3.6% |
| YTD | -6.1% | +2.4% | -8.5% | -6.3% |
| 1Y | -3.7% | -7.5% | +3.9% | -3.6% |
| 3Y | +13.4% | +20.9% | -7.5% | +12.1% |
| 5Y | +25.2% | -58.0% | +83.2% | +25.0% |
| All | +25.2% | -58.0% | +83.1% | +25.0% |
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