+157.1%
MMM vs JD
+16.8%
+140.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +6.2% | +13.4% | -7.2% | +4.7% |
| 30D | +14.2% | +7.7% | +6.5% | +13.2% |
| 3M | +2.9% | -11.3% | +14.2% | +4.1% |
| 6M | +27.6% | -5.1% | +32.7% | +28.0% |
| YTD | +17.3% | +5.0% | +12.2% | +16.3% |
| 1Y | +15.1% | -5.6% | +20.7% | +15.3% |
| 3Y | +157.1% | +17.8% | +139.4% | +161.8% |
| All | +157.1% | +16.8% | +140.3% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling