+642.2%
MPC vs JD
-60.2%
+702.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +5.4% | -1.7% | +7.1% | +5.6% |
| 30D | +31.0% | -13.2% | +44.1% | +32.2% |
| 3M | +46.0% | -3.2% | +49.2% | +46.2% |
| 6M | +77.3% | +15.2% | +62.1% | +74.7% |
| YTD | +141.9% | +2.0% | +139.9% | +140.6% |
| 1Y | +120.9% | -5.4% | +126.3% | +120.9% |
| 3Y | +182.7% | -9.1% | +191.8% | +181.7% |
| All | +642.2% | -60.2% | +702.5% | +679.6% |
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