+274.6%
MCD vs JD
+50.3%
+224.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | +8.0% | +11.7% | -3.7% | +7.2% |
| 30D | +19.6% | +8.1% | +11.5% | +19.0% |
| 3M | +2.2% | -12.0% | +14.2% | +3.0% |
| 6M | -1.1% | -3.5% | +2.4% | -1.0% |
| YTD | -7.2% | +3.3% | -10.6% | -7.7% |
| 1Y | -6.7% | -7.4% | +0.7% | -6.5% |
| 3Y | +11.6% | +16.6% | -5.0% | +8.4% |
| 5Y | +22.6% | -57.9% | +80.5% | +25.2% |
| 10Y | +218.4% | +32.6% | +185.8% | +185.4% |
| All | +274.6% | +50.3% | +224.3% | +236.9% |
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