+244.5%
MCD vs JD
+48.3%
+196.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -2.8% | -1.7% | -1.2% | -2.7% |
| 30D | -6.0% | -13.2% | +7.1% | -5.2% |
| 3M | -5.6% | -3.2% | -2.4% | -5.4% |
| 6M | -21.9% | +15.2% | -37.1% | -22.7% |
| YTD | -14.7% | +2.0% | -16.7% | -15.0% |
| 1Y | -17.3% | -5.4% | -11.9% | -17.2% |
| 3Y | -2.2% | -9.1% | +7.0% | -3.3% |
| 5Y | +20.3% | -59.6% | +79.9% | +23.2% |
| 10Y | +180.7% | +26.2% | +154.5% | +152.4% |
| All | +244.5% | +48.3% | +196.2% | +210.2% |
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 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