+113.6%
MDT vs JD
+48.3%
+65.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.9% |
| 7D | +3.2% | -1.7% | +4.9% | +3.4% |
| 30D | +9.5% | -13.2% | +22.7% | +11.1% |
| 3M | +16.0% | -3.2% | +19.2% | +16.3% |
| 6M | +0.2% | +15.2% | -15.0% | -1.6% |
| YTD | -0.3% | +2.0% | -2.3% | -0.9% |
| 1Y | +4.7% | -5.4% | +10.1% | +4.8% |
| 3Y | +26.5% | -9.1% | +35.6% | +24.4% |
| 5Y | -18.2% | -59.6% | +41.4% | -15.0% |
| 10Y | +40.0% | +26.2% | +13.8% | +17.5% |
| All | +113.6% | +48.3% | +65.3% | +80.7% |
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 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