+855.4%
MU vs JPM
+149.0%
+706.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +5.6% |
| 7D | -22.0% | -0.8% | -21.3% | -21.5% |
| 30D | -36.6% | +1.5% | -38.1% | -37.0% |
| 3M | -21.7% | -5.7% | -16.1% | -19.2% |
| 6M | +3.5% | +7.2% | -3.7% | -1.1% |
| YTD | +141.9% | +5.8% | +136.1% | +131.6% |
| 1Y | +189.8% | +8.8% | +181.1% | +171.1% |
| 3Y | +855.4% | +147.4% | +708.0% | +403.7% |
| All | +855.4% | +149.0% | +706.4% | +403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling