+52.1%
JNJ vs MCHP
+17.6%
+34.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -3.9% | 0.0% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +2.3% | -6.0% | +8.3% | +1.9% |
| 3M | +12.0% | -19.7% | +31.7% | +10.6% |
| 6M | +10.5% | +14.0% | -3.6% | +8.9% |
| YTD | +30.4% | +18.4% | +12.0% | +28.9% |
| 1Y | +52.1% | +17.1% | +35.0% | +51.2% |
| All | +52.1% | +17.6% | +34.5% | +51.2% |
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