+74.5%
MUB vs JBHT
+922.1%
-847.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | +3.2% | -1.2% | +4.4% | +3.2% |
| 3M | -1.1% | -17.1% | +16.1% | -0.9% |
| 6M | -1.1% | -4.4% | +3.3% | -1.1% |
| YTD | -0.5% | +17.5% | -17.9% | -0.6% |
| 1Y | 0.0% | +32.6% | -32.6% | -0.3% |
| 3Y | +10.9% | +33.0% | -22.2% | +10.5% |
| 5Y | +2.9% | +20.3% | -17.5% | +2.4% |
| 10Y | +19.7% | +209.1% | -189.4% | +18.7% |
| All | +74.5% | +922.1% | -847.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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