-9.0%
MDB vs JD
-9.4%
+0.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | +3.0% | +0.4% | +2.5% | +2.8% |
| 30D | -11.3% | +4.2% | -15.6% | -11.8% |
| 3M | -23.0% | -12.8% | -10.3% | -21.1% |
| 6M | +14.8% | -8.8% | +23.5% | +14.5% |
| YTD | -19.4% | +0.5% | -19.9% | -23.7% |
| 1Y | -9.0% | -8.8% | -0.2% | -8.3% |
| All | -9.0% | -9.4% | +0.4% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling