+592.1%
JPM vs MUB
+17.4%
+574.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.7% |
| 7D | -0.4% | -0.7% | +0.3% | 0.0% |
| 30D | -1.4% | -2.0% | +0.6% | -0.1% |
| 3M | +13.9% | -2.5% | +16.5% | +15.9% |
| 6M | +23.5% | -2.3% | +25.9% | +25.5% |
| YTD | +11.6% | -1.3% | +12.9% | +12.6% |
| 1Y | +21.4% | +1.1% | +20.3% | +20.6% |
| 3Y | +163.4% | +8.2% | +155.2% | +146.8% |
| 5Y | +152.5% | +1.5% | +151.0% | +150.7% |
| 10Y | +592.1% | +17.6% | +574.6% | +686.3% |
| All | +592.1% | +17.4% | +574.7% | +686.3% |
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