+906.2%
MU vs JD
+18.5%
+887.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.8% |
| 7D | -12.0% | +7.9% | -20.0% | -13.9% |
| 30D | -28.7% | +4.8% | -33.5% | -29.7% |
| 3M | -16.4% | -13.9% | -2.5% | -13.8% |
| 6M | -1.8% | -5.8% | +4.0% | -1.4% |
| YTD | +157.1% | +2.4% | +154.7% | +151.5% |
| 1Y | +208.5% | -7.5% | +216.0% | +210.4% |
| 3Y | +906.2% | +20.9% | +885.3% | +891.0% |
| All | +906.2% | +18.5% | +887.6% | +891.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling