+116.7%
MPC vs JD
-8.1%
+124.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.7% |
| 7D | +11.2% | -4.1% | +15.4% | +10.6% |
| 30D | -14.5% | +4.6% | -19.1% | -13.9% |
| 3M | +16.7% | -4.7% | +21.4% | +16.9% |
| 6M | +67.6% | -17.4% | +84.9% | +63.6% |
| YTD | +157.9% | +0.7% | +157.2% | +156.9% |
| 1Y | +116.7% | -5.9% | +122.5% | +115.5% |
| All | +116.7% | -8.1% | +124.7% | +115.5% |
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