+911.7%
MU vs JBL
+298.8%
+612.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -15.2% | -8.1% | -7.1% | -8.5% |
| 30D | -29.5% | -18.4% | -11.1% | -16.6% |
| 3M | -15.8% | -25.8% | +10.0% | +5.6% |
| 6M | -2.9% | -29.6% | +26.8% | +30.5% |
| YTD | +154.2% | +9.6% | +144.6% | +145.3% |
| 1Y | +186.6% | +14.1% | +172.5% | +169.2% |
| 3Y | +871.5% | +95.9% | +775.6% | +509.0% |
| 5Y | +911.7% | +298.3% | +613.3% | +242.1% |
| All | +911.7% | +298.8% | +612.8% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling