+465.0%
JPM vs MUB
+21.8%
+443.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +3.5% | -1.3% | +4.8% | +4.4% |
| 30D | +3.3% | +2.2% | +1.1% | +1.7% |
| 3M | -4.2% | -1.6% | -2.6% | -3.1% |
| 6M | +16.4% | -1.3% | +17.7% | +17.4% |
| YTD | +9.5% | -0.7% | +10.2% | +10.0% |
| 1Y | +14.0% | -0.2% | +14.2% | +14.2% |
| 3Y | +153.1% | +9.6% | +143.4% | +133.3% |
| 5Y | +134.9% | +2.6% | +132.3% | +131.1% |
| All | +465.0% | +21.8% | +443.1% | +600.2% |
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