+46.3%
MDY vs JAAA
+26.5%
+19.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.9% | +0.1% | -1.9% | -2.0% |
| 30D | -4.6% | +0.5% | -5.2% | -5.5% |
| 3M | -1.2% | +1.3% | -2.5% | -3.4% |
| 6M | +9.2% | +2.8% | +6.4% | +4.2% |
| YTD | +13.1% | +3.3% | +9.8% | +7.1% |
| 1Y | +13.0% | +4.9% | +8.1% | +4.3% |
| 3Y | +49.2% | +19.0% | +30.2% | +27.3% |
| All | +46.3% | +26.5% | +19.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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