+78.1%
MMM vs JD
+29.5%
+48.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.8% | -4.0% | +3.2% | -0.4% |
| 30D | +14.4% | +2.7% | +11.8% | +14.0% |
| 3M | +1.8% | -13.0% | +14.8% | +3.4% |
| 6M | +31.3% | -12.7% | +44.0% | +33.0% |
| YTD | +18.0% | -0.8% | +18.8% | +17.6% |
| 1Y | +10.9% | -8.9% | +19.8% | +11.6% |
| 3Y | +160.6% | +17.0% | +143.6% | +149.0% |
| 5Y | +44.5% | -63.5% | +108.0% | +53.5% |
| All | +78.1% | +29.5% | +48.6% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling