+0.9%
MDT vs JD
-15.3%
+16.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +2.8% | -19.3% | +22.1% | +4.3% |
| 3M | +13.1% | -6.0% | +19.1% | +13.6% |
| 6M | +2.3% | +1.8% | +0.5% | +2.2% |
| YTD | -2.7% | -2.6% | -0.1% | -2.3% |
| 1Y | +0.9% | -17.4% | +18.3% | +2.7% |
| All | +0.9% | -15.3% | +16.2% | +2.7% |
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