+58.1%
MP vs JD
-60.2%
+118.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +13.8% | -13.2% | +27.0% | +18.9% |
| 3M | -16.7% | -3.2% | -13.5% | -16.3% |
| 6M | -11.5% | +15.2% | -26.7% | -16.7% |
| YTD | +7.9% | +2.0% | +6.0% | +6.0% |
| 1Y | -15.0% | -5.4% | -9.7% | -14.9% |
| 3Y | +153.5% | -9.1% | +162.6% | +146.5% |
| All | +58.1% | -60.2% | +118.4% | +102.9% |
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