+57.4%
JNJ vs MDB
+18.3%
+39.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -1.3% |
| 7D | +2.7% | -17.4% | +20.1% | +2.0% |
| 30D | +7.4% | -2.0% | +9.4% | +7.4% |
| 3M | +21.2% | -3.0% | +24.2% | +21.1% |
| 6M | +13.4% | +48.7% | -35.3% | +15.3% |
| YTD | +35.1% | -12.1% | +47.3% | +36.2% |
| 1Y | +57.4% | +14.5% | +42.9% | +59.8% |
| All | +57.4% | +18.3% | +39.1% | +59.8% |
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