+80.0%
JNJ vs MDB
-26.9%
+106.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -2.3% |
| 7D | -0.8% | -18.0% | +17.2% | -0.9% |
| 30D | +4.3% | -10.7% | +15.1% | +4.2% |
| 3M | +16.5% | +1.0% | +15.5% | +16.5% |
| 6M | +13.1% | +31.6% | -18.5% | +13.5% |
| YTD | +32.1% | -15.2% | +47.3% | +32.3% |
| 1Y | +54.5% | +10.1% | +44.4% | +54.8% |
| 3Y | +82.5% | -5.6% | +88.2% | +83.2% |
| 5Y | +80.0% | -24.5% | +104.6% | +79.4% |
| All | +80.0% | -26.9% | +106.9% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling