+138.2%
MO vs JD
+21.0%
+117.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | +5.2% | -6.0% | -0.8% |
| 30D | +6.5% | +4.5% | +2.0% | +6.4% |
| 3M | +18.3% | -15.4% | +33.8% | +18.5% |
| 6M | +15.6% | -6.0% | +21.6% | +15.6% |
| YTD | +38.8% | +2.2% | +36.7% | +38.7% |
| 1Y | +41.6% | -6.7% | +48.3% | +41.7% |
| 3Y | +138.2% | +20.5% | +117.7% | +125.5% |
| All | +138.2% | +21.0% | +117.2% | +125.5% |
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 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