+6,169.9%
MU vs JBL
+1,455.1%
+4,714.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +7.5% | +4.0% | +3.5% | +4.4% |
| 30D | +19.4% | -7.5% | +26.9% | +26.0% |
| 3M | +9.8% | -14.1% | +23.9% | +24.6% |
| 6M | +164.1% | +25.9% | +138.3% | +130.0% |
| YTD | +260.3% | +36.7% | +223.7% | +195.4% |
| 1Y | +661.2% | +49.0% | +612.2% | +487.8% |
| 3Y | +1,380.8% | +191.8% | +1,189.1% | +590.1% |
| 5Y | +1,346.4% | +409.8% | +936.6% | +344.3% |
| 10Y | +6,169.9% | +1,509.2% | +4,660.7% | +852.4% |
| All | +6,169.9% | +1,455.1% | +4,714.8% | +852.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling