+236.9%
MU vs JBL
+19.5%
+217.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +8.3% |
| 7D | +2.0% | +0.1% | +1.9% | +3.1% |
| 30D | -18.0% | -17.0% | -0.9% | -1.4% |
| 3M | -6.6% | -27.4% | +20.8% | +25.9% |
| 6M | +2.0% | -29.1% | +31.1% | +42.0% |
| YTD | +184.5% | +13.6% | +170.8% | +165.9% |
| 1Y | +236.9% | +22.8% | +214.1% | +190.2% |
| All | +236.9% | +19.5% | +217.4% | +190.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling