-61.3%
JD vs MUB
+2.2%
-63.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -1.7% | -0.9% | -0.8% | -0.1% |
| 30D | -13.2% | -1.4% | -11.7% | -10.9% |
| 3M | -3.2% | -2.2% | -1.0% | +0.6% |
| 6M | +15.2% | -1.9% | +17.1% | +19.1% |
| YTD | +2.0% | -0.8% | +2.8% | +3.2% |
| 1Y | -5.4% | +2.7% | -8.1% | -10.3% |
| 3Y | -9.1% | +8.6% | -17.7% | -23.5% |
| All | -61.3% | +2.2% | -63.4% | -66.9% |
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 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