-2.3%
MDT vs JD
-56.9%
+54.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | +5.4% | +13.4% | -7.9% | +4.4% |
| 30D | +19.1% | +7.7% | +11.4% | +18.3% |
| 3M | +19.5% | -11.3% | +30.7% | +20.5% |
| 6M | +33.5% | -5.1% | +38.6% | +33.8% |
| YTD | +8.7% | +5.0% | +3.6% | +7.9% |
| 1Y | +16.8% | -5.6% | +22.4% | +17.0% |
| 3Y | +53.0% | +17.8% | +35.2% | +48.7% |
| All | -2.3% | -56.9% | +54.6% | -0.3% |
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