-12.7%
JD vs MUB
+2.0%
-14.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -16.0% | -1.5% | -14.5% | -15.1% |
| 3M | -3.2% | -1.9% | -1.2% | -2.0% |
| 6M | +6.1% | -1.7% | +7.8% | +6.1% |
| YTD | -0.1% | -0.8% | +0.7% | -0.7% |
| 1Y | -12.7% | +1.5% | -14.2% | -13.9% |
| All | -12.7% | +2.0% | -14.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling