+1,221.5%
JPM vs MUB
+76.3%
+1,145.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -0.9% | +1.1% | +0.4% |
| 30D | -0.2% | -1.4% | +1.3% | 0.0% |
| 3M | +15.9% | -2.2% | +18.0% | +16.1% |
| 6M | +20.9% | -1.9% | +22.8% | +21.2% |
| YTD | +12.9% | -0.8% | +13.7% | +13.0% |
| 1Y | +20.3% | +2.7% | +17.6% | +20.0% |
| 3Y | +160.9% | +8.6% | +152.4% | +158.1% |
| 5Y | +154.8% | +2.0% | +152.8% | +153.6% |
| 10Y | +591.1% | +17.9% | +573.2% | +600.1% |
| All | +1,221.5% | +76.3% | +1,145.2% | +1,354.6% |
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 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