+104.7%
MPC vs JAAA
+4.8%
+99.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.8% |
| 30D | -12.2% | +0.4% | -12.6% | -11.6% |
| 3M | +20.1% | +1.2% | +18.9% | +21.8% |
| 6M | +60.6% | +2.3% | +58.3% | +63.7% |
| YTD | +150.6% | +4.0% | +146.6% | +168.5% |
| 1Y | +104.7% | +4.8% | +99.9% | +120.4% |
| All | +104.7% | +4.8% | +99.9% | +120.4% |
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