+6,015.1%
JNJ vs MCHP
+40,681.5%
-34,666.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +2.5% | -9.8% | +12.3% | +3.2% |
| 3M | +13.2% | -19.7% | +32.9% | +14.4% |
| 6M | +11.3% | +13.6% | -2.3% | +9.5% |
| YTD | +31.1% | +16.5% | +14.6% | +28.6% |
| 1Y | +54.3% | +15.7% | +38.6% | +51.2% |
| 3Y | +81.1% | 0.0% | +81.2% | +76.3% |
| 5Y | +82.7% | +4.4% | +78.3% | +75.1% |
| 10Y | +196.5% | +201.4% | -4.9% | +158.5% |
| All | +6,015.1% | +40,681.5% | -34,666.4% | +4,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling