+83.0%
MMM vs JD
+31.7%
+51.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.2% |
| 7D | +5.8% | +7.9% | -2.2% | +4.8% |
| 30D | +17.9% | +4.8% | +13.2% | +17.2% |
| 3M | +3.6% | -13.9% | +17.5% | +5.3% |
| 6M | +32.9% | -5.8% | +38.7% | +33.5% |
| YTD | +19.5% | +2.4% | +17.1% | +18.7% |
| 1Y | +16.5% | -7.5% | +24.1% | +17.1% |
| 3Y | +167.2% | +20.9% | +146.3% | +154.3% |
| 5Y | +48.2% | -58.0% | +106.3% | +54.2% |
| 10Y | +83.0% | +28.9% | +54.1% | +47.3% |
| All | +83.0% | +31.7% | +51.3% | +47.3% |
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 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