-84.2%
MJ price history and return analytics
+57.4%
-141.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -4.6% |
| 7D | +3.8% | +0.4% | +3.5% | +3.1% |
| 30D | -2.3% | -2.6% | +0.3% | +1.2% |
| 3M | -1.9% | -3.2% | +1.4% | +2.3% |
| 6M | -13.8% | +0.9% | -14.8% | -15.6% |
| YTD | -22.0% | +11.3% | -33.3% | -32.9% |
| 1Y | -20.7% | +14.0% | -34.7% | -34.5% |
| 3Y | -25.1% | +75.8% | -100.9% | -67.3% |
| 5Y | -84.2% | +57.8% | -142.0% | -91.3% |
| All | -84.2% | +57.4% | -141.6% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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