+935.2%
MDB vs JD
-18.8%
+954.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -1.0% | +5.2% | -6.2% | -3.0% |
| 30D | -14.0% | +4.5% | -18.5% | -15.7% |
| 3M | -20.3% | -15.4% | -4.9% | -16.1% |
| 6M | +10.9% | -6.0% | +16.9% | +11.9% |
| YTD | -20.9% | +2.2% | -23.1% | -23.0% |
| 1Y | -11.2% | -6.7% | -4.6% | -10.7% |
| 3Y | -11.9% | +20.5% | -32.4% | -27.8% |
| 5Y | -40.2% | -58.4% | +18.3% | -28.5% |
| All | +935.2% | -18.8% | +954.0% | +710.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling