+219.1%
JNJ vs MCD
+202.6%
+16.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +4.1% | -1.6% | +5.7% | +4.7% |
| 30D | +14.0% | +16.0% | -2.0% | +8.0% |
| 3M | +9.2% | 0.0% | +9.3% | +9.0% |
| 6M | +27.8% | +0.9% | +26.8% | +26.9% |
| YTD | +39.2% | -8.7% | +47.9% | +43.3% |
| 1Y | +49.1% | -8.6% | +57.7% | +53.3% |
| 3Y | +109.7% | +9.9% | +99.8% | +99.8% |
| 5Y | +97.6% | +22.6% | +74.9% | +79.9% |
| All | +219.1% | +202.6% | +16.5% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling