+1,652.1%
JBL vs MUB
+76.3%
+1,575.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.7% |
| 30D | -8.3% | -1.4% | -6.8% | -7.3% |
| 3M | -16.9% | -2.2% | -14.7% | -15.5% |
| 6M | +21.8% | -1.9% | +23.6% | +23.6% |
| YTD | +36.3% | -0.8% | +37.1% | +37.3% |
| 1Y | +49.5% | +2.7% | +46.8% | +47.0% |
| 3Y | +170.6% | +8.6% | +162.0% | +154.6% |
| 5Y | +408.4% | +2.0% | +406.3% | +399.7% |
| 10Y | +1,450.4% | +17.9% | +1,432.5% | +1,339.0% |
| All | +1,652.1% | +76.3% | +1,575.8% | +1,096.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 all: compounded portfolio wealth divided by compounded MUB 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…
all analysis · Full analysis span regression · 6 months rolling