+17.6%
JD vs MUB
+17.9%
-0.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | -16.0% | -1.5% | -14.5% | -14.6% |
| 3M | -3.2% | -1.9% | -1.2% | -1.1% |
| 6M | +6.1% | -1.7% | +7.8% | +8.0% |
| YTD | -0.1% | -0.8% | +0.7% | +0.7% |
| 1Y | -12.7% | +1.5% | -14.2% | -14.2% |
| 3Y | -6.3% | +8.8% | -15.1% | -14.4% |
| 5Y | -61.3% | +2.0% | -63.3% | -63.1% |
| 10Y | +17.6% | +18.0% | -0.3% | -1.6% |
| All | +17.6% | +17.9% | -0.2% | -1.6% |
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