+4,407.5%
MU vs JPM
+481.5%
+3,926.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.2% |
| 7D | +12.8% | +3.5% | +9.3% | +10.3% |
| 30D | -14.9% | +3.3% | -18.1% | -16.6% |
| 3M | -18.0% | -4.2% | -13.9% | -15.9% |
| 6M | -3.1% | +16.4% | -19.5% | -13.4% |
| YTD | +172.9% | +9.5% | +163.4% | +151.9% |
| 1Y | +228.8% | +14.0% | +214.8% | +194.2% |
| 3Y | +950.8% | +153.1% | +797.8% | +433.1% |
| 5Y | +931.3% | +134.9% | +796.4% | +441.5% |
| All | +4,407.5% | +481.5% | +3,926.0% | +1,355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling