+57.4%
JNJ vs MDT
+5.4%
+52.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.7% |
| 30D | +7.4% | +9.5% | -2.1% | +4.4% |
| 3M | +21.2% | +16.0% | +5.2% | +15.7% |
| 6M | +13.4% | +0.2% | +13.2% | +12.4% |
| YTD | +35.1% | -0.3% | +35.4% | +33.8% |
| 1Y | +57.4% | +4.7% | +52.7% | +53.6% |
| All | +57.4% | +5.4% | +52.0% | +53.6% |
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