+855.4%
MU vs JD
+16.8%
+838.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.7% |
| 7D | -22.0% | +13.4% | -35.4% | -24.5% |
| 30D | -36.6% | +7.7% | -44.3% | -37.8% |
| 3M | -21.7% | -11.3% | -10.4% | -19.7% |
| 6M | +3.5% | -5.1% | +8.7% | +4.0% |
| YTD | +141.9% | +5.0% | +136.9% | +135.5% |
| 1Y | +189.8% | -5.6% | +195.5% | +190.5% |
| 3Y | +855.4% | +17.8% | +837.6% | +843.6% |
| All | +855.4% | +16.8% | +838.6% | +843.6% |
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