+2,396.1%
MUU vs JBL
+159.6%
+2,236.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -11.1% |
| 7D | -8.2% | +2.4% | -10.7% | -13.0% |
| 30D | +10.2% | -13.1% | +23.3% | +44.9% |
| 3M | -26.5% | -15.6% | -10.9% | +11.2% |
| 6M | +227.2% | +24.6% | +202.7% | +160.1% |
| YTD | +527.4% | +39.6% | +487.8% | +302.1% |
| 1Y | +1,843.7% | +48.6% | +1,795.1% | +1,026.4% |
| All | +2,396.1% | +159.6% | +2,236.5% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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