+180.6%
MPC vs JAAA
+18.9%
+161.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | -0.1% |
| 7D | +5.4% | +0.2% | +5.3% | +4.5% |
| 30D | +31.0% | +0.5% | +30.4% | +27.5% |
| 3M | +46.0% | +1.3% | +44.8% | +36.9% |
| 6M | +77.3% | +2.7% | +74.7% | +54.5% |
| YTD | +141.9% | +3.2% | +138.7% | +105.0% |
| 1Y | +120.9% | +4.9% | +116.0% | +69.7% |
| All | +180.6% | +18.9% | +161.7% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling