+3,971.9%
MU vs JD
+31.9%
+3,940.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.6% |
| 7D | -22.0% | +13.4% | -35.4% | -25.5% |
| 30D | -36.6% | +7.7% | -44.3% | -38.4% |
| 3M | -21.7% | -11.3% | -10.4% | -19.2% |
| 6M | +3.5% | -5.1% | +8.7% | +3.7% |
| YTD | +141.9% | +5.0% | +136.9% | +132.9% |
| 1Y | +189.8% | -5.6% | +195.5% | +189.6% |
| 3Y | +855.4% | +17.8% | +837.6% | +730.1% |
| 5Y | +869.2% | -57.2% | +926.3% | +1,006.1% |
| All | +3,971.9% | +31.9% | +3,940.0% | +2,471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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