+875.5%
MDB vs JD
-16.5%
+892.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.1% |
| 7D | -11.4% | +13.4% | -24.7% | -15.5% |
| 30D | -13.8% | +7.7% | -21.5% | -16.4% |
| 3M | -15.5% | -11.3% | -4.2% | -12.4% |
| 6M | +17.9% | -5.1% | +23.1% | +18.7% |
| YTD | -25.5% | +5.0% | -30.5% | -28.1% |
| 1Y | -12.1% | -5.6% | -6.4% | -11.8% |
| 3Y | -5.9% | +17.8% | -23.6% | -21.9% |
| 5Y | -43.7% | -57.2% | +13.5% | -33.4% |
| All | +875.5% | -16.5% | +892.0% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling