+110.3%
MO vs JD
+20.5%
+89.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -1.0% | -2.6% | +1.6% | -0.9% |
| 30D | +5.8% | -15.4% | +21.1% | +6.6% |
| 3M | -4.5% | -5.0% | +0.5% | -4.4% |
| 6M | +5.7% | +0.9% | +4.8% | +5.5% |
| YTD | +23.1% | -2.5% | +25.6% | +23.0% |
| 1Y | +10.9% | -16.0% | +26.9% | +11.5% |
| 3Y | +96.1% | -8.5% | +104.7% | +93.5% |
| 5Y | +100.1% | -61.8% | +161.8% | +104.7% |
| All | +110.3% | +20.5% | +89.8% | +80.5% |
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