+1,341.2%
MU vs JBL
+189.9%
+1,151.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | +7.2% | +4.4% | +2.7% | +3.6% |
| 30D | +14.0% | -8.4% | +22.4% | +21.8% |
| 3M | +5.4% | -14.2% | +19.6% | +19.9% |
| 6M | +170.3% | +29.6% | +140.7% | +132.3% |
| YTD | +250.7% | +37.1% | +213.6% | +189.2% |
| 1Y | +662.1% | +49.5% | +612.6% | +492.5% |
| 3Y | +1,341.2% | +192.7% | +1,148.5% | +734.3% |
| All | +1,341.2% | +189.9% | +1,151.3% | +734.3% |
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