+113.2%
MPC vs JD
-10.8%
+124.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.3% |
| 7D | +9.4% | -4.0% | +13.4% | +8.8% |
| 30D | -13.4% | +2.7% | -16.1% | -13.1% |
| 3M | +18.9% | -13.0% | +31.9% | +18.5% |
| 6M | +64.9% | -12.7% | +77.6% | +62.2% |
| YTD | +156.8% | -0.8% | +157.6% | +155.0% |
| 1Y | +113.2% | -8.9% | +122.1% | +112.0% |
| All | +113.2% | -10.8% | +124.0% | +112.0% |
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 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