+51.2%
JNJ vs MCHP
+25.9%
+25.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.1% | +3.5% |
| 7D | +1.9% | -5.4% | +7.3% | +1.5% |
| 30D | +9.2% | -7.5% | +16.8% | +8.7% |
| 3M | +8.9% | -6.0% | +15.0% | +8.5% |
| 6M | +24.6% | -20.1% | +44.6% | +23.1% |
| YTD | +35.7% | +20.2% | +15.4% | +34.3% |
| 1Y | +51.2% | +29.9% | +21.3% | +50.8% |
| All | +51.2% | +25.9% | +25.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling