+431.2%
MCK vs JD
+41.7%
+389.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.4% |
| 7D | -3.6% | -3.0% | -0.6% | -3.4% |
| 30D | +1.4% | -19.3% | +20.8% | +2.8% |
| 3M | +13.8% | -6.0% | +19.8% | +14.2% |
| 6M | -5.2% | +1.8% | -6.9% | -5.5% |
| YTD | +9.0% | -2.6% | +11.6% | +8.9% |
| 1Y | +26.9% | -17.4% | +44.3% | +27.9% |
| 3Y | +114.7% | -8.6% | +123.3% | +111.4% |
| 5Y | +347.1% | -61.6% | +408.7% | +362.3% |
| 10Y | +446.4% | +16.9% | +429.5% | +352.9% |
| All | +431.2% | +41.7% | +389.5% | +332.1% |
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 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