+152.8%
JPM vs MUB
+2.2%
+150.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | -1.5% | +0.4% | -1.2% |
| 3M | +14.1% | -1.9% | +16.1% | +14.0% |
| 6M | +23.3% | -1.7% | +25.0% | +23.1% |
| YTD | +11.3% | -0.8% | +12.1% | +11.2% |
| 1Y | +23.0% | +1.5% | +21.5% | +23.5% |
| 3Y | +162.6% | +8.8% | +153.8% | +160.4% |
| 5Y | +152.8% | +2.0% | +150.8% | +105.7% |
| All | +152.8% | +2.2% | +150.5% | +105.7% |
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