+4.4%
MCHP vs JD
-60.9%
+65.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +0.3% | -3.0% | +3.3% | +1.1% |
| 30D | -9.8% | -19.3% | +9.6% | -5.1% |
| 3M | -19.7% | -6.0% | -13.7% | -18.8% |
| 6M | +13.6% | +1.8% | +11.8% | +12.1% |
| YTD | +16.5% | -2.6% | +19.1% | +16.1% |
| 1Y | +15.7% | -17.4% | +33.1% | +20.1% |
| 3Y | 0.0% | -8.6% | +8.6% | -2.0% |
| 5Y | +4.4% | -61.6% | +66.0% | +17.7% |
| All | +4.4% | -60.9% | +65.3% | +17.7% |
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