+115.0%
JCI vs MUB
+2.2%
+112.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.1% | -0.3% | +5.4% | +5.4% |
| 30D | -3.8% | -1.5% | -2.3% | -2.5% |
| 3M | +1.9% | -1.9% | +3.8% | +3.7% |
| 6M | +11.2% | -1.7% | +12.9% | +13.0% |
| YTD | +22.9% | -0.8% | +23.7% | +24.0% |
| 1Y | +37.4% | +1.5% | +35.9% | +36.0% |
| 3Y | +167.8% | +8.8% | +159.1% | +146.1% |
| 5Y | +115.0% | +2.0% | +113.0% | +90.2% |
| All | +115.0% | +2.2% | +112.8% | +90.2% |
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