+1,182.0%
JPM vs MUB
+76.5%
+1,105.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +3.5% | -1.3% | +4.8% | +3.6% |
| 30D | +3.3% | +2.2% | +1.1% | +3.0% |
| 3M | -4.2% | -1.6% | -2.6% | -4.0% |
| 6M | +16.4% | -1.3% | +17.7% | +16.6% |
| YTD | +9.5% | -0.7% | +10.2% | +9.6% |
| 1Y | +14.0% | -0.2% | +14.2% | +14.1% |
| 3Y | +153.1% | +9.6% | +143.4% | +150.0% |
| 5Y | +134.9% | +2.6% | +132.3% | +133.6% |
| 10Y | +485.7% | +21.5% | +464.3% | +499.0% |
| All | +1,182.0% | +76.5% | +1,105.5% | +1,310.9% |
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