+117.2%
MPC vs JAAA
+4.8%
+112.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -10.9% | +0.2% | -11.1% | -10.7% |
| 30D | -9.4% | +0.4% | -9.8% | -8.8% |
| 3M | +26.0% | +1.2% | +24.8% | +27.7% |
| 6M | +56.5% | +2.3% | +54.2% | +59.4% |
| YTD | +144.3% | +3.9% | +140.4% | +162.7% |
| 1Y | +117.2% | +4.8% | +112.4% | +132.1% |
| All | +117.2% | +4.8% | +112.5% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling