+808.8%
MU vs JD
+14.9%
+793.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +3.3% | -20.7% | -18.2% |
| 7D | -29.7% | +11.7% | -41.5% | -31.8% |
| 30D | -37.2% | +8.1% | -45.3% | -38.5% |
| 3M | -26.5% | -12.0% | -14.5% | -24.5% |
| 6M | +2.6% | -3.5% | +6.1% | +2.4% |
| YTD | +130.1% | +3.3% | +126.8% | +124.8% |
| 1Y | +176.7% | -7.4% | +184.1% | +178.5% |
| All | +808.8% | +14.9% | +793.9% | +800.9% |
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 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