+59.0%
JD vs MUB
+31.4%
+27.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +13.4% | +0.7% | +12.7% | +12.6% |
| 30D | +7.7% | +4.4% | +3.3% | +3.6% |
| 3M | -11.3% | -0.2% | -11.1% | -11.1% |
| 6M | -5.1% | -0.6% | -4.5% | -4.7% |
| YTD | +5.0% | +0.3% | +4.7% | +4.7% |
| 1Y | -5.6% | +0.8% | -6.4% | -6.3% |
| 3Y | +17.8% | +12.0% | +5.8% | +6.7% |
| 5Y | -57.2% | +3.4% | -60.6% | -59.5% |
| 10Y | +34.8% | +20.7% | +14.1% | +28.3% |
| All | +59.0% | +31.4% | +27.6% | +59.5% |
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