+8,847.8%
JNJ vs MCD
+6,529.4%
+2,318.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | +1.5% | -1.9% | +3.4% | +2.1% |
| 30D | +6.3% | +16.6% | -10.3% | +1.6% |
| 3M | +8.5% | +0.9% | +7.5% | +8.0% |
| 6M | +28.0% | +1.5% | +26.5% | +27.2% |
| YTD | +37.7% | -8.3% | +46.0% | +40.8% |
| 1Y | +47.9% | -8.1% | +56.1% | +51.1% |
| 3Y | +107.4% | +10.3% | +97.1% | +99.7% |
| 5Y | +97.7% | +23.4% | +74.3% | +83.6% |
| 10Y | +210.7% | +205.9% | +4.7% | +119.7% |
| All | +8,847.8% | +6,529.4% | +2,318.4% | +2,137.0% |
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