+1,079.5%
MPC vs JD
+31.9%
+1,047.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -16.2% | +13.4% | -29.5% | -17.7% |
| 30D | -15.7% | +7.7% | -23.4% | -16.7% |
| 3M | +24.9% | -11.3% | +36.2% | +26.6% |
| 6M | +52.7% | -5.1% | +57.8% | +53.1% |
| YTD | +131.9% | +5.0% | +126.8% | +128.3% |
| 1Y | +96.6% | -5.6% | +102.3% | +96.6% |
| 3Y | +163.8% | +17.8% | +146.0% | +148.3% |
| 5Y | +533.1% | -57.2% | +590.3% | +564.3% |
| All | +1,079.5% | +31.9% | +1,047.5% | +798.8% |
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