+920.8%
MDB vs JD
-18.6%
+939.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.2% | +5.5% |
| 7D | -0.9% | +7.9% | -8.8% | -3.8% |
| 30D | -15.2% | +4.8% | -19.9% | -16.9% |
| 3M | -17.9% | -13.9% | -4.0% | -14.1% |
| 6M | +9.3% | -5.8% | +15.1% | +10.3% |
| YTD | -22.0% | +2.4% | -24.4% | -24.1% |
| 1Y | -9.3% | -7.5% | -1.8% | -8.5% |
| 3Y | -10.4% | +20.9% | -31.3% | -26.6% |
| 5Y | -43.2% | -58.0% | +14.8% | -32.4% |
| All | +920.8% | -18.6% | +939.4% | +698.7% |
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 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