+1,138.0%
MUU vs JD
-29.6%
+1,167.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.5% | +15.0% | +13.7% |
| 7D | -27.2% | +7.9% | -35.1% | -30.8% |
| 30D | -54.0% | +4.8% | -58.8% | -55.7% |
| 3M | -41.4% | -13.9% | -27.5% | -37.7% |
| 6M | -42.5% | -5.8% | -36.6% | -42.7% |
| YTD | +211.2% | +2.4% | +208.8% | +191.7% |
| 1Y | +313.4% | -7.5% | +320.9% | +316.7% |
| All | +1,138.0% | -29.6% | +1,167.7% | +1,359.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling