+938.2%
MU vs JD
-63.0%
+1,001.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +12.8% | -4.1% | +16.9% | +13.9% |
| 30D | -14.9% | +4.6% | -19.5% | -16.2% |
| 3M | -18.0% | -4.7% | -13.3% | -17.4% |
| 6M | -3.1% | -17.4% | +14.2% | +0.7% |
| YTD | +172.9% | +0.7% | +172.2% | +167.7% |
| 1Y | +228.8% | -5.9% | +234.7% | +228.7% |
| 3Y | +950.8% | +18.9% | +932.0% | +853.2% |
| All | +938.2% | -63.0% | +1,001.3% | +1,139.8% |
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