+132.8%
MDT vs JD
+52.8%
+80.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | +5.4% | +13.4% | -7.9% | +4.0% |
| 30D | +19.1% | +7.7% | +11.4% | +18.1% |
| 3M | +19.5% | -11.3% | +30.7% | +20.9% |
| 6M | +33.5% | -5.1% | +38.6% | +33.9% |
| YTD | +8.7% | +5.0% | +3.6% | +7.7% |
| 1Y | +16.8% | -5.6% | +22.4% | +17.0% |
| 3Y | +53.0% | +17.8% | +35.2% | +46.1% |
| 5Y | -2.9% | -57.2% | +54.3% | +0.4% |
| 10Y | +61.4% | +34.8% | +26.6% | +34.5% |
| All | +132.8% | +52.8% | +80.0% | +96.3% |
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 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