+54.9%
JNJ vs MUB
+0.3%
+54.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.0% |
| 3M | +12.2% | -3.1% | +15.3% | +14.6% |
| 6M | +10.5% | -2.9% | +13.3% | +13.1% |
| YTD | +30.8% | -2.0% | +32.8% | +31.5% |
| 1Y | +54.9% | 0.0% | +55.0% | +51.1% |
| All | +54.9% | +0.3% | +54.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling