+254.1%
MP vs JD
-43.8%
+297.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.4% |
| 7D | -10.5% | +13.4% | -23.9% | -14.3% |
| 30D | -23.5% | +7.7% | -31.2% | -25.5% |
| 3M | -25.4% | -11.3% | -14.2% | -22.8% |
| 6M | -51.3% | -5.1% | -46.1% | -51.0% |
| YTD | -29.9% | +5.0% | -35.0% | -31.9% |
| 1Y | -31.8% | -5.6% | -26.2% | -31.5% |
| 3Y | +127.0% | +17.8% | +109.2% | +103.7% |
| 5Y | -3.3% | -57.2% | +53.9% | +11.6% |
| All | +254.1% | -43.8% | +297.9% | +358.3% |
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