+957.9%
MU vs JD
-62.7%
+1,020.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | +21.6% | -4.0% | +25.7% | +22.8% |
| 30D | -16.2% | +2.7% | -18.9% | -17.2% |
| 3M | -12.4% | -13.0% | +0.7% | -9.7% |
| 6M | +4.2% | -12.7% | +16.9% | +6.7% |
| YTD | +180.0% | -0.8% | +180.8% | +175.7% |
| 1Y | +226.4% | -8.9% | +235.3% | +229.2% |
| 3Y | +969.7% | +17.0% | +952.7% | +874.2% |
| 5Y | +957.9% | -63.5% | +1,021.4% | +1,178.0% |
| All | +957.9% | -62.7% | +1,020.6% | +1,178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling