+540.9%
MPC vs JD
-59.1%
+600.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -4.1% |
| 7D | -12.8% | +11.7% | -24.5% | -13.4% |
| 30D | -12.7% | +8.1% | -20.8% | -13.2% |
| 3M | +27.1% | -12.0% | +39.1% | +28.1% |
| 6M | +45.8% | -3.5% | +49.3% | +45.8% |
| YTD | +134.7% | +3.3% | +131.4% | +133.2% |
| 1Y | +106.0% | -7.4% | +113.5% | +106.4% |
| 3Y | +165.5% | +16.6% | +148.9% | +161.4% |
| 5Y | +540.9% | -57.9% | +598.8% | +548.3% |
| All | +540.9% | -59.1% | +600.0% | +548.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling