+4,117.7%
JNJ vs MCO
+7,284.8%
-3,167.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.3% | -7.3% | +3.0% | -2.9% |
| 30D | +3.0% | -1.7% | +4.7% | +3.4% |
| 3M | +12.2% | +3.9% | +8.3% | +11.2% |
| 6M | +10.5% | +3.8% | +6.6% | +9.3% |
| YTD | +30.8% | -7.9% | +38.7% | +31.9% |
| 1Y | +54.9% | -6.8% | +61.8% | +55.7% |
| 3Y | +80.7% | +40.9% | +39.7% | +65.4% |
| 5Y | +83.4% | +27.5% | +55.9% | +68.7% |
| 10Y | +195.7% | +381.4% | -185.7% | +105.3% |
| All | +4,117.7% | +7,284.8% | -3,167.1% | +1,435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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