-40.5%
MDB vs JD
-63.0%
+22.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.1% |
| 7D | +6.8% | -4.1% | +11.0% | +8.2% |
| 30D | -6.2% | +4.6% | -10.8% | -7.9% |
| 3M | -29.2% | -4.7% | -24.5% | -28.4% |
| 6M | +10.3% | -17.4% | +27.6% | +16.3% |
| YTD | -20.4% | +0.7% | -21.1% | -22.0% |
| 1Y | -4.8% | -5.9% | +1.1% | -4.6% |
| 3Y | -11.6% | +18.9% | -30.5% | -26.9% |
| All | -40.5% | -63.0% | +22.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling