+82.7%
JNJ vs MUB
+1.5%
+81.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -3.0% | -0.7% | -2.2% | -2.7% |
| 30D | +2.5% | -2.0% | +4.5% | +3.4% |
| 3M | +13.2% | -2.5% | +15.8% | +14.5% |
| 6M | +11.3% | -2.3% | +13.6% | +12.4% |
| YTD | +31.1% | -1.3% | +32.4% | +31.8% |
| 1Y | +54.3% | +1.1% | +53.2% | +53.6% |
| 3Y | +81.1% | +8.2% | +72.9% | +76.4% |
| 5Y | +82.7% | +1.5% | +81.3% | +62.6% |
| All | +82.7% | +1.5% | +81.2% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling