+199.5%
MCHP vs JD
+20.6%
+178.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -4.2% | +4.3% | +1.4% |
| 30D | -6.0% | -14.4% | +8.4% | -1.5% |
| 3M | -19.7% | -3.6% | -16.1% | -19.2% |
| 6M | +14.0% | -0.3% | +14.3% | +12.9% |
| YTD | +18.4% | -2.4% | +20.8% | +17.7% |
| 1Y | +17.1% | -18.5% | +35.6% | +23.2% |
| 3Y | +0.7% | -7.0% | +7.7% | -3.9% |
| 5Y | +5.1% | -61.7% | +66.8% | +22.7% |
| All | +199.5% | +20.6% | +178.8% | +107.8% |
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