+1,014.2%
JCI vs MUB
+76.3%
+937.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -0.9% | +4.7% | +4.3% |
| 30D | -5.7% | -1.4% | -4.2% | -4.9% |
| 3M | -1.4% | -2.2% | +0.8% | -0.2% |
| 6M | +4.1% | -1.9% | +6.0% | +5.3% |
| YTD | +21.7% | -0.8% | +22.5% | +22.3% |
| 1Y | +36.1% | +2.7% | +33.4% | +34.3% |
| 3Y | +154.4% | +8.6% | +145.8% | +143.5% |
| 5Y | +112.0% | +2.0% | +110.0% | +108.7% |
| 10Y | +322.2% | +17.9% | +304.3% | +302.1% |
| All | +1,014.2% | +76.3% | +937.9% | +848.4% |
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