+1,135.3%
MPC vs JD
+31.1%
+1,104.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -12.2% | +4.2% | -16.4% | -12.8% |
| 3M | +20.1% | -12.8% | +32.8% | +22.0% |
| 6M | +60.6% | -8.8% | +69.4% | +61.9% |
| YTD | +150.6% | +0.5% | +150.1% | +148.1% |
| 1Y | +104.7% | -8.8% | +113.4% | +105.5% |
| 3Y | +194.5% | +18.6% | +175.9% | +176.5% |
| 5Y | +582.3% | -62.2% | +644.5% | +635.7% |
| 10Y | +1,135.3% | +32.2% | +1,103.0% | +832.9% |
| All | +1,135.3% | +31.1% | +1,104.2% | +832.9% |
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