+8,682.5%
JNJ vs MDT
+7,952.5%
+730.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 6M | +13.4% | +0.2% | +13.2% | +12.9% |
| YTD | +35.1% | -0.3% | +35.4% | +34.6% |
| 1Y | +57.4% | +4.7% | +52.7% | +54.3% |
| 3Y | +86.8% | +26.5% | +60.2% | +71.5% |
| 5Y | +80.8% | -18.2% | +99.0% | +87.3% |
| 10Y | +202.7% | +40.0% | +162.7% | +160.2% |
| All | +8,682.5% | +7,952.5% | +730.0% | +1,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling