+4,277.4%
MU vs JPM
+498.0%
+3,779.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | +1.2% | -16.4% | -15.7% |
| 30D | -29.5% | +2.7% | -32.2% | -30.8% |
| 3M | -15.8% | -4.5% | -11.3% | -13.4% |
| 6M | -2.9% | +14.3% | -17.2% | -12.3% |
| YTD | +154.2% | +8.2% | +146.0% | +136.6% |
| 1Y | +186.6% | +10.0% | +176.6% | +162.9% |
| 3Y | +871.5% | +149.0% | +722.5% | +399.1% |
| 5Y | +911.7% | +131.0% | +780.7% | +437.9% |
| 10Y | +4,277.4% | +479.1% | +3,798.3% | +1,384.0% |
| All | +4,277.4% | +498.0% | +3,779.3% | +1,384.0% |
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