+313.4%
MO vs JD
+48.6%
+264.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | +5.2% | -6.0% | -1.0% |
| 30D | +6.5% | +4.5% | +2.0% | +6.3% |
| 3M | +18.3% | -15.4% | +33.8% | +19.2% |
| 6M | +15.6% | -6.0% | +21.6% | +15.8% |
| YTD | +38.8% | +2.2% | +36.7% | +38.4% |
| 1Y | +41.6% | -6.7% | +48.3% | +41.8% |
| 3Y | +138.2% | +20.5% | +117.7% | +132.0% |
| 5Y | +150.5% | -58.4% | +208.9% | +154.2% |
| 10Y | +146.1% | +32.5% | +113.6% | +121.7% |
| All | +313.4% | +48.6% | +264.8% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling