+5,778.3%
MU vs JPM
+583.9%
+5,194.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.6% |
| 7D | +7.2% | -0.4% | +7.6% | +7.4% |
| 30D | +14.0% | -1.1% | +15.1% | +14.6% |
| 3M | +5.4% | +14.1% | -8.8% | -3.9% |
| 6M | +170.3% | +23.3% | +147.0% | +131.9% |
| YTD | +250.7% | +11.3% | +239.4% | +220.9% |
| 1Y | +662.1% | +23.0% | +639.1% | +548.6% |
| 3Y | +1,341.2% | +162.6% | +1,178.7% | +617.1% |
| 5Y | +1,319.3% | +152.8% | +1,166.6% | +612.2% |
| 10Y | +5,778.3% | +583.6% | +5,194.7% | +1,641.7% |
| All | +5,778.3% | +583.9% | +5,194.4% | +1,641.7% |
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