+8,714.1%
JNJ vs MCD
+6,570.9%
+2,143.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.1% | +7.1% | -6.0% | -0.9% |
| 30D | +6.9% | +19.8% | -12.9% | +1.4% |
| 3M | +8.0% | +0.8% | +7.2% | +7.6% |
| 6M | +24.3% | -1.3% | +25.6% | +24.5% |
| YTD | +35.6% | -7.8% | +43.4% | +38.4% |
| 1Y | +51.1% | -5.0% | +56.0% | +52.8% |
| 3Y | +98.3% | +10.5% | +87.7% | +90.8% |
| 5Y | +94.3% | +22.0% | +72.4% | +81.1% |
| 10Y | +214.9% | +216.7% | -1.7% | +120.6% |
| All | +8,714.1% | +6,570.9% | +2,143.2% | +2,099.7% |
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 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