+199.8%
MPC vs JAAA
+18.5%
+181.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.2% |
| 7D | +11.2% | +0.1% | +11.1% | +10.7% |
| 30D | -14.5% | +0.4% | -14.9% | -16.4% |
| 3M | +16.7% | +1.2% | +15.5% | +9.7% |
| 6M | +67.6% | +2.3% | +65.3% | +48.8% |
| YTD | +157.9% | +4.0% | +153.9% | +109.3% |
| 1Y | +116.7% | +4.8% | +111.8% | +67.7% |
| 3Y | +199.8% | +18.4% | +181.3% | +67.6% |
| All | +199.8% | +18.5% | +181.2% | +67.6% |
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