+51.2%
JNJ vs MDT
+20.2%
+31.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +1.8% |
| 7D | +1.9% | +10.7% | -8.8% | -1.3% |
| 30D | +9.2% | +19.3% | -10.1% | +3.3% |
| 3M | +8.9% | +22.8% | -13.8% | +2.1% |
| 6M | +24.6% | +36.4% | -11.8% | +13.1% |
| YTD | +35.7% | +12.1% | +23.6% | +29.4% |
| 1Y | +51.2% | +19.9% | +31.3% | +42.7% |
| All | +51.2% | +20.2% | +31.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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