+51.2%
JNJ vs MCD
-3.6%
+54.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +1.4% |
| 7D | +1.9% | +11.9% | -9.9% | -2.1% |
| 30D | +9.2% | +20.2% | -11.0% | +2.4% |
| 3M | +8.9% | +5.2% | +3.8% | +7.0% |
| 6M | +24.6% | 0.0% | +24.6% | +24.5% |
| YTD | +35.7% | -6.5% | +42.2% | +39.8% |
| 1Y | +51.2% | -3.9% | +55.1% | +56.2% |
| All | +51.2% | -3.6% | +54.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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