+193.4%
JNJ vs MUB
+16.7%
+176.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.2% |
| 7D | -4.3% | -1.2% | -3.1% | -3.6% |
| 30D | +3.0% | -2.8% | +5.8% | +4.7% |
| 3M | +12.2% | -3.1% | +15.3% | +14.3% |
| 6M | +10.5% | -2.9% | +13.3% | +12.3% |
| YTD | +30.8% | -2.0% | +32.8% | +32.3% |
| 1Y | +54.9% | 0.0% | +55.0% | +54.9% |
| 3Y | +80.7% | +7.4% | +73.2% | +73.1% |
| 5Y | +83.4% | +0.8% | +82.6% | +83.1% |
| All | +193.4% | +16.7% | +176.7% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling