+196.5%
JNJ vs MCD
+178.8%
+17.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -3.0% | -2.9% | -0.1% | -1.9% |
| 30D | +2.5% | -6.7% | +9.3% | +5.1% |
| 3M | +13.2% | -9.6% | +22.8% | +17.3% |
| 6M | +11.3% | -22.3% | +33.6% | +21.6% |
| YTD | +31.1% | -15.4% | +46.6% | +38.9% |
| 1Y | +54.3% | -16.8% | +71.1% | +64.3% |
| 3Y | +81.1% | -2.4% | +83.5% | +80.4% |
| 5Y | +82.7% | +19.4% | +63.4% | +68.3% |
| 10Y | +196.5% | +181.3% | +15.2% | +121.7% |
| All | +196.5% | +178.8% | +17.7% | +121.7% |
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