+20.8%
MCD vs JD
-63.0%
+83.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | +14.1% | +4.6% | +9.5% | +13.9% |
| 3M | +0.6% | -4.7% | +5.4% | +0.7% |
| 6M | 0.0% | -17.4% | +17.4% | +0.6% |
| YTD | -9.3% | +0.7% | -10.0% | -9.4% |
| 1Y | -9.3% | -5.9% | -3.4% | -9.2% |
| 3Y | +8.6% | +18.9% | -10.3% | +7.4% |
| All | +20.8% | -63.0% | +83.8% | +21.7% |
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 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