-17.3%
MCHP vs JD
-63.0%
+45.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.0% |
| 7D | +5.7% | -4.1% | +9.8% | +6.7% |
| 30D | -13.4% | +4.6% | -18.0% | -14.6% |
| 3M | -20.1% | -4.7% | -15.4% | -19.6% |
| 6M | -35.5% | -17.4% | -18.2% | -33.0% |
| YTD | -1.6% | +0.7% | -2.3% | -3.1% |
| 1Y | +15.5% | -5.9% | +21.4% | +15.6% |
| 3Y | -13.2% | +18.9% | -32.1% | -20.0% |
| All | -17.3% | -63.0% | +45.7% | -7.1% |
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