-12.2%
MDB vs JD
+19.6%
-31.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.4% |
| 7D | -1.0% | +5.2% | -6.2% | -1.8% |
| 30D | -14.0% | +4.5% | -18.5% | -14.6% |
| 3M | -20.3% | -15.4% | -4.9% | -18.5% |
| 6M | +10.9% | -6.0% | +16.9% | +11.2% |
| YTD | -20.9% | +2.2% | -23.1% | -22.0% |
| 1Y | -11.2% | -6.7% | -4.6% | -11.2% |
| All | -12.2% | +19.6% | -31.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling