+155.1%
JNJ vs MDB
+929.6%
-774.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +4.1% | +11.6% | -7.4% | +4.0% |
| 30D | +14.0% | -8.9% | +23.0% | +14.1% |
| 3M | +9.2% | -22.4% | +31.6% | +9.5% |
| 6M | +27.8% | +10.1% | +17.7% | +27.2% |
| YTD | +39.2% | -19.0% | +58.2% | +39.2% |
| 1Y | +49.1% | -7.0% | +56.1% | +48.6% |
| 3Y | +109.7% | -9.8% | +119.5% | +107.7% |
| 5Y | +97.6% | -40.1% | +137.6% | +96.1% |
| All | +155.1% | +929.6% | -774.5% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling