-20.1%
MDT vs JD
-61.6%
+41.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +6.0% | -16.0% | +22.0% | +7.4% |
| 3M | +15.5% | -3.2% | +18.7% | +15.8% |
| 6M | +3.4% | +6.1% | -2.7% | +2.7% |
| YTD | -2.2% | -0.1% | -2.0% | -2.4% |
| 1Y | +2.6% | -12.7% | +15.3% | +3.3% |
| 3Y | +27.5% | -6.3% | +33.8% | +26.0% |
| 5Y | -20.1% | -61.3% | +41.3% | -18.6% |
| All | -20.1% | -61.6% | +41.6% | -18.6% |
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