+19.9%
MDT vs JD
-9.8%
+29.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.8% |
| 7D | +10.7% | +9.0% | +1.8% | +9.8% |
| 30D | +19.3% | +5.2% | +14.1% | +18.7% |
| 3M | +22.8% | -15.9% | +38.7% | +23.9% |
| 6M | +36.4% | -7.7% | +44.1% | +36.5% |
| YTD | +12.1% | +0.1% | +12.0% | +12.8% |
| 1Y | +19.9% | -9.7% | +29.7% | +23.7% |
| All | +19.9% | -9.8% | +29.7% | +23.7% |
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 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