+1,510.3%
MPC vs JAAA
+29.3%
+1,481.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.1% |
| 3M | +46.0% | +1.3% | +44.8% | +43.6% |
| 6M | +77.3% | +2.7% | +74.7% | +71.2% |
| YTD | +141.9% | +3.2% | +138.7% | +132.0% |
| 1Y | +120.9% | +4.9% | +116.0% | +107.0% |
| 3Y | +182.7% | +19.0% | +163.7% | +160.4% |
| 5Y | +646.4% | +26.8% | +619.6% | +590.4% |
| All | +1,510.3% | +29.3% | +1,481.0% | +1,298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling