+2.6%
MU vs JD
-4.0%
+6.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +3.3% | -20.7% | -16.1% |
| 7D | -29.7% | +11.7% | -41.5% | -27.0% |
| 30D | -37.2% | +8.1% | -45.3% | -35.2% |
| 3M | -26.5% | -12.0% | -14.5% | -28.3% |
| 6M | +2.6% | -3.5% | +6.1% | +7.1% |
| All | +2.6% | -4.0% | +6.6% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling