+237.4%
MP vs JD
-44.7%
+282.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -7.1% |
| 7D | -19.0% | +11.7% | -30.7% | -22.0% |
| 30D | -30.5% | +8.1% | -38.6% | -32.3% |
| 3M | -29.6% | -12.0% | -17.6% | -26.9% |
| 6M | -50.4% | -3.5% | -46.9% | -50.4% |
| YTD | -33.2% | +3.3% | -36.6% | -34.8% |
| 1Y | -38.6% | -7.4% | -31.2% | -37.9% |
| 3Y | +105.5% | +16.6% | +88.9% | +84.9% |
| 5Y | -7.8% | -57.9% | +50.0% | +6.9% |
| All | +237.4% | -44.7% | +282.1% | +338.9% |
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 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