+57.4%
JNJ vs MCHP
+18.9%
+38.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.8% |
| 30D | +7.4% | -4.1% | +11.5% | +7.1% |
| 3M | +21.2% | -22.5% | +43.7% | +19.8% |
| 6M | +13.4% | +7.3% | +6.1% | +11.8% |
| YTD | +35.1% | +18.4% | +16.8% | +33.5% |
| 1Y | +57.4% | +18.1% | +39.3% | +56.6% |
| All | +57.4% | +18.9% | +38.5% | +56.6% |
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