+9,018.2%
JNJ vs MDT
+8,767.7%
+250.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +3.5% | +1.0% | +2.4% | +3.1% |
| 30D | +12.5% | +9.2% | +3.4% | +9.5% |
| 3M | +9.6% | +14.5% | -4.9% | +4.9% |
| 6M | +25.3% | +37.3% | -12.0% | +13.2% |
| YTD | +40.3% | +9.8% | +30.5% | +35.4% |
| 1Y | +49.6% | +10.5% | +39.1% | +44.1% |
| 3Y | +110.8% | +57.4% | +53.3% | +80.8% |
| 5Y | +99.1% | +1.2% | +98.0% | +93.0% |
| 10Y | +216.6% | +63.2% | +153.3% | +159.3% |
| All | +9,018.2% | +8,767.7% | +250.5% | +1,578.2% |
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