+871.5%
MU vs JBL
+98.7%
+772.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -15.2% | -8.1% | -7.1% | -8.0% |
| 30D | -29.5% | -18.4% | -11.1% | -15.5% |
| 3M | -15.8% | -25.8% | +10.0% | +7.5% |
| 6M | -2.9% | -29.6% | +26.8% | +33.3% |
| YTD | +154.2% | +9.6% | +144.6% | +143.5% |
| 1Y | +186.6% | +14.1% | +172.5% | +166.5% |
| 3Y | +871.5% | +95.9% | +775.6% | +478.5% |
| All | +871.5% | +98.7% | +772.8% | +478.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling