+674.3%
JNJ vs MUB
+76.3%
+598.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | -0.9% | +3.5% | +3.0% |
| 30D | +7.4% | -1.4% | +8.8% | +7.9% |
| 3M | +21.2% | -2.2% | +23.4% | +22.2% |
| 6M | +13.4% | -1.9% | +15.3% | +14.2% |
| YTD | +35.1% | -0.8% | +35.9% | +35.5% |
| 1Y | +57.4% | +2.7% | +54.7% | +55.9% |
| 3Y | +86.8% | +8.6% | +78.2% | +81.3% |
| 5Y | +80.8% | +2.0% | +78.8% | +79.3% |
| 10Y | +202.7% | +17.9% | +184.8% | +189.0% |
| All | +674.3% | +76.3% | +598.0% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling