+1,362.4%
MU vs JD
-8.1%
+1,370.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.6% |
| 7D | +9.0% | -1.7% | +10.6% | +9.4% |
| 30D | +13.8% | -13.2% | +27.0% | +17.5% |
| 3M | +2.1% | -3.2% | +5.3% | +2.1% |
| 6M | +153.8% | +15.2% | +138.6% | +140.7% |
| YTD | +256.4% | +2.0% | +254.4% | +250.2% |
| 1Y | +719.8% | -5.4% | +725.1% | +723.2% |
| All | +1,362.4% | -8.1% | +1,370.5% | +1,522.6% |
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