+139.7%
JNJ vs MDB
+1,032.9%
-893.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.3% |
| 7D | -4.3% | -2.8% | -1.6% | -4.3% |
| 30D | +3.0% | -14.9% | +17.9% | +3.2% |
| 3M | +12.2% | +7.3% | +4.9% | +12.0% |
| 6M | +10.5% | +38.2% | -27.7% | +9.6% |
| YTD | +30.8% | -10.9% | +41.7% | +30.7% |
| 1Y | +54.9% | +11.6% | +43.3% | +54.0% |
| 3Y | +80.7% | -0.9% | +81.6% | +78.7% |
| 5Y | +83.4% | -23.5% | +106.9% | +80.3% |
| All | +139.7% | +1,032.9% | -893.2% | +87.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling