+236.9%
MU vs JD
-9.4%
+246.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +11.8% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -18.0% | +4.2% | -22.2% | -18.1% |
| 3M | -6.6% | -12.8% | +6.2% | -5.4% |
| 6M | +2.0% | -8.8% | +10.8% | +4.4% |
| YTD | +184.5% | +0.5% | +184.0% | +186.9% |
| 1Y | +236.9% | -8.8% | +245.6% | +263.0% |
| All | +236.9% | -9.4% | +246.2% | +263.0% |
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