+140.3%
JNJ vs MDB
+986.0%
-845.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | -3.0% | -4.5% | +1.6% | -2.9% |
| 30D | +2.5% | -14.0% | +16.5% | +2.7% |
| 3M | +13.2% | +5.3% | +7.9% | +13.0% |
| 6M | +11.3% | +31.9% | -20.6% | +10.5% |
| YTD | +31.1% | -14.6% | +45.7% | +31.1% |
| 1Y | +54.3% | +8.2% | +46.1% | +53.5% |
| 3Y | +81.1% | -5.0% | +86.2% | +79.3% |
| 5Y | +82.7% | -24.5% | +107.3% | +79.4% |
| All | +140.3% | +986.0% | -845.7% | +88.4% |
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