+120.9%
MPC vs JD
-5.6%
+126.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +5.4% | -1.7% | +7.1% | +5.5% |
| 30D | +31.0% | -13.2% | +44.1% | +31.8% |
| 3M | +46.0% | -3.2% | +49.2% | +45.1% |
| 6M | +77.3% | +15.2% | +62.1% | +70.8% |
| YTD | +141.9% | +2.0% | +139.9% | +138.3% |
| 1Y | +120.9% | -5.4% | +126.3% | +125.1% |
| All | +120.9% | -5.6% | +126.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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