+103.2%
JCI vs MUB
+2.9%
+100.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.1% |
| 7D | -5.9% | +0.6% | -6.5% | -6.3% |
| 30D | -10.4% | +3.4% | -13.8% | -12.9% |
| 3M | -6.1% | -0.7% | -5.4% | -5.4% |
| 6M | +1.7% | -1.0% | +2.7% | +2.8% |
| YTD | +18.9% | 0.0% | +18.9% | +19.3% |
| 1Y | +16.1% | +0.4% | +15.7% | +16.2% |
| 3Y | +187.8% | +10.5% | +177.3% | +161.5% |
| 5Y | +103.2% | +3.1% | +100.1% | +78.2% |
| All | +103.2% | +2.9% | +100.3% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling