+1,014.6%
MU vs JD
-61.0%
+1,075.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | -18.0% | +4.2% | -22.2% | -19.2% |
| 3M | -6.6% | -12.8% | +6.2% | -3.8% |
| 6M | +2.0% | -8.8% | +10.8% | +3.2% |
| YTD | +184.5% | +0.5% | +184.0% | +179.2% |
| 1Y | +236.9% | -8.8% | +245.6% | +239.7% |
| 3Y | +987.0% | +18.6% | +968.4% | +886.3% |
| 5Y | +1,014.6% | -62.2% | +1,076.9% | +1,237.4% |
| All | +1,014.6% | -61.0% | +1,075.7% | +1,237.4% |
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