+1,171.8%
MPC vs JD
+31.5%
+1,140.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +11.2% | -4.1% | +15.4% | +11.8% |
| 30D | -14.5% | +4.6% | -19.1% | -15.2% |
| 3M | +16.7% | -4.7% | +21.4% | +17.2% |
| 6M | +67.6% | -17.4% | +84.9% | +71.3% |
| YTD | +157.9% | +0.7% | +157.2% | +155.3% |
| 1Y | +116.7% | -5.9% | +122.5% | +116.5% |
| 3Y | +199.8% | +18.9% | +180.9% | +181.4% |
| 5Y | +604.4% | -62.9% | +667.4% | +663.2% |
| All | +1,171.8% | +31.5% | +1,140.3% | +862.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling