+14.0%
MMM vs JD
-9.4%
+23.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +17.4% | +4.2% | +13.2% | +16.4% |
| 3M | +3.6% | -12.8% | +16.3% | +5.6% |
| 6M | +33.0% | -8.8% | +41.8% | +34.8% |
| YTD | +19.6% | +0.5% | +19.1% | +19.8% |
| 1Y | +14.0% | -8.8% | +22.8% | +17.0% |
| All | +14.0% | -9.4% | +23.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling