+131.0%
JPM vs MUB
+2.9%
+128.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +2.7% | +3.4% | -0.7% | +2.8% |
| 3M | -4.5% | -0.7% | -3.8% | -4.5% |
| 6M | +14.3% | -1.0% | +15.3% | +14.2% |
| YTD | +8.2% | 0.0% | +8.2% | +8.2% |
| 1Y | +10.0% | +0.4% | +9.6% | +10.1% |
| 3Y | +149.0% | +10.5% | +138.5% | +146.3% |
| 5Y | +131.0% | +3.1% | +127.9% | +97.6% |
| All | +131.0% | +2.9% | +128.1% | +97.6% |
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