+312.9%
MCHP vs JD
+48.3%
+264.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.9% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | -4.1% | -13.2% | +9.1% | -0.3% |
| 3M | -22.5% | -3.2% | -19.3% | -22.1% |
| 6M | +7.3% | +15.2% | -7.9% | +1.8% |
| YTD | +18.4% | +2.0% | +16.4% | +16.2% |
| 1Y | +18.1% | -5.4% | +23.5% | +18.5% |
| 3Y | -2.8% | -9.1% | +6.3% | -6.0% |
| 5Y | +5.5% | -59.6% | +65.1% | +19.0% |
| 10Y | +185.8% | +26.2% | +159.6% | +118.6% |
| All | +312.9% | +48.3% | +264.6% | +202.2% |
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