+51.2%
JNJ vs MDB
-8.5%
+59.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +3.7% |
| 7D | +1.9% | -16.5% | +18.5% | +1.4% |
| 30D | +9.2% | -8.6% | +17.8% | +9.0% |
| 3M | +8.9% | -13.6% | +22.5% | +8.6% |
| 6M | +24.6% | +24.1% | +0.5% | +26.0% |
| YTD | +35.7% | -21.8% | +57.4% | +36.8% |
| 1Y | +51.2% | -7.7% | +58.9% | +53.1% |
| All | +51.2% | -8.5% | +59.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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