+339.0%
MCK vs JD
-61.2%
+400.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -2.9% | -4.2% | +1.3% | -3.0% |
| 30D | +0.4% | -14.4% | +14.8% | +0.2% |
| 3M | +12.1% | -3.6% | +15.7% | +12.0% |
| 6M | -5.4% | -0.3% | -5.1% | -5.4% |
| YTD | +7.8% | -2.4% | +10.1% | +7.8% |
| 1Y | +22.9% | -18.5% | +41.5% | +22.6% |
| 3Y | +110.7% | -7.0% | +117.8% | +112.4% |
| All | +339.0% | -61.2% | +400.2% | +345.4% |
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