+192.5%
JNJ vs MDT
+39.8%
+152.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | +2.3% | +0.2% | +2.1% | +2.2% |
| 3M | +12.0% | +14.3% | -2.3% | +6.5% |
| 6M | +10.5% | +4.0% | +6.5% | +8.5% |
| YTD | +30.4% | -3.7% | +34.1% | +31.5% |
| 1Y | +52.1% | -0.4% | +52.5% | +51.3% |
| 3Y | +77.8% | +23.3% | +54.5% | +61.9% |
| 5Y | +82.9% | -18.9% | +101.8% | +93.1% |
| All | +192.5% | +39.8% | +152.7% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling