+1,609.4%
MPC vs JAAA
+30.2%
+1,579.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | -13.4% | +0.4% | -13.9% | -13.9% |
| 3M | +18.9% | +1.2% | +17.7% | +17.0% |
| 6M | +64.9% | +2.3% | +62.6% | +60.0% |
| YTD | +156.8% | +4.0% | +152.9% | +143.9% |
| 1Y | +113.2% | +4.8% | +108.4% | +100.2% |
| 3Y | +201.8% | +18.5% | +183.3% | +174.4% |
| 5Y | +601.4% | +27.5% | +573.9% | +543.5% |
| All | +1,609.4% | +30.2% | +1,579.2% | +1,370.0% |
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