+293.5%
JCI vs MUB
+21.8%
+271.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +3.2% | -1.3% | +4.5% | +4.7% |
| 30D | -8.6% | +2.2% | -10.8% | -10.9% |
| 3M | -7.7% | -1.6% | -6.1% | -6.1% |
| 6M | -2.6% | -1.3% | -1.3% | -1.2% |
| YTD | +17.4% | -0.7% | +18.0% | +18.3% |
| 1Y | +16.9% | -0.2% | +17.1% | +17.2% |
| 3Y | +186.7% | +9.6% | +177.1% | +156.1% |
| 5Y | +95.4% | +2.6% | +92.8% | +89.2% |
| All | +293.5% | +21.8% | +271.7% | +289.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling