+3,737.0%
MU vs JD
+48.3%
+3,688.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.5% |
| 7D | +9.0% | -1.7% | +10.6% | +9.6% |
| 30D | +13.8% | -13.2% | +27.0% | +18.8% |
| 3M | +2.1% | -3.2% | +5.3% | +2.1% |
| 6M | +153.8% | +15.2% | +138.6% | +137.9% |
| YTD | +256.4% | +2.0% | +254.4% | +248.4% |
| 1Y | +719.8% | -5.4% | +725.1% | +721.8% |
| 3Y | +1,360.4% | -9.1% | +1,369.5% | +1,296.3% |
| 5Y | +1,312.4% | -59.6% | +1,372.0% | +1,528.8% |
| 10Y | +6,142.6% | +26.2% | +6,116.3% | +4,039.7% |
| All | +3,737.0% | +48.3% | +3,688.7% | +2,380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling