+1,547.0%
MPC vs JAAA
+29.3%
+1,517.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.7% |
| 30D | +33.8% | +0.5% | +33.3% | +33.0% |
| 3M | +49.9% | +1.2% | +48.6% | +47.5% |
| 6M | +80.9% | +2.8% | +78.1% | +74.3% |
| YTD | +147.4% | +3.2% | +144.2% | +137.3% |
| 1Y | +123.2% | +4.8% | +118.4% | +109.4% |
| 3Y | +171.7% | +19.0% | +152.8% | +150.2% |
| 5Y | +678.6% | +26.8% | +651.7% | +620.0% |
| All | +1,547.0% | +29.3% | +1,517.7% | +1,330.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling