+8,682.5%
JNJ vs MCD
+6,068.4%
+2,614.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +2.7% | -2.8% | +5.5% | +3.5% |
| 30D | +7.4% | -6.0% | +13.4% | +9.3% |
| 3M | +21.2% | -5.6% | +26.8% | +23.1% |
| 6M | +13.4% | -21.9% | +35.3% | +21.7% |
| YTD | +35.1% | -14.7% | +49.8% | +41.3% |
| 1Y | +57.4% | -17.3% | +74.7% | +65.9% |
| 3Y | +86.8% | -2.2% | +88.9% | +86.3% |
| 5Y | +80.8% | +20.3% | +60.5% | +69.3% |
| 10Y | +202.7% | +180.7% | +22.0% | +119.6% |
| All | +8,682.5% | +6,068.4% | +2,614.1% | +2,145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling