+642.2%
MPC vs JAAA
+25.6%
+616.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +5.4% | +0.2% | +5.3% | +5.2% |
| 30D | +31.0% | +0.5% | +30.4% | +30.0% |
| 3M | +46.0% | +1.3% | +44.8% | +43.5% |
| 6M | +77.3% | +2.7% | +74.7% | +70.8% |
| YTD | +141.9% | +3.2% | +138.7% | +131.3% |
| 1Y | +120.9% | +4.9% | +116.0% | +106.1% |
| 3Y | +182.7% | +19.0% | +163.7% | +161.3% |
| All | +642.2% | +25.6% | +616.6% | +589.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling