+189.8%
MU vs JD
-7.3%
+197.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.2% |
| 7D | -22.0% | +13.4% | -35.4% | -22.1% |
| 30D | -36.6% | +7.7% | -44.3% | -36.4% |
| 3M | -21.7% | -11.3% | -10.4% | -20.5% |
| 6M | +3.5% | -5.1% | +8.7% | +6.3% |
| YTD | +141.9% | +5.0% | +136.9% | +145.3% |
| 1Y | +189.8% | -5.6% | +195.5% | +206.9% |
| All | +189.8% | -7.3% | +197.1% | +206.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling