+43.4%
MMM vs JD
-63.0%
+106.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -0.4% | -4.1% | +3.7% | 0.0% |
| 30D | +12.1% | +4.6% | +7.5% | +11.6% |
| 3M | +1.4% | -4.7% | +6.2% | +1.8% |
| 6M | +26.6% | -17.4% | +43.9% | +28.6% |
| YTD | +16.8% | +0.7% | +16.1% | +16.4% |
| 1Y | +10.1% | -5.9% | +16.0% | +10.3% |
| 3Y | +158.4% | +18.9% | +139.5% | +151.2% |
| All | +43.4% | -63.0% | +106.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling