+80.0%
JNJ vs MCD
+21.4%
+58.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -0.8% | -2.0% | +1.3% | 0.0% |
| 30D | +4.3% | -6.1% | +10.5% | +6.7% |
| 3M | +16.5% | -7.3% | +23.7% | +19.5% |
| 6M | +13.1% | -20.9% | +34.1% | +22.7% |
| YTD | +32.1% | -14.7% | +46.8% | +39.4% |
| 1Y | +54.5% | -16.1% | +70.6% | +63.9% |
| 3Y | +82.5% | -1.5% | +84.0% | +81.2% |
| 5Y | +80.0% | +20.4% | +59.6% | +69.8% |
| All | +80.0% | +21.4% | +58.6% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling