+17.1%
MCHP vs JD
-15.9%
+33.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -4.2% | +4.3% | +1.0% |
| 30D | -6.0% | -14.4% | +8.4% | -2.7% |
| 3M | -19.7% | -3.6% | -16.1% | -19.5% |
| 6M | +14.0% | -0.3% | +14.3% | +11.6% |
| YTD | +18.4% | -2.4% | +20.8% | +17.3% |
| 1Y | +17.1% | -18.5% | +35.6% | +27.8% |
| All | +17.1% | -15.9% | +33.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling