+665.0%
JNJ vs MELI
+8,701.6%
-8,036.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | -3.0% | -6.5% | +3.5% | -2.4% |
| 30D | +2.5% | +2.8% | -0.3% | +2.2% |
| 3M | +13.2% | +14.3% | -1.1% | +11.9% |
| 6M | +11.3% | +6.0% | +5.2% | +10.4% |
| YTD | +31.1% | -6.8% | +38.0% | +31.2% |
| 1Y | +54.3% | -20.9% | +75.3% | +56.1% |
| 3Y | +81.1% | +31.4% | +49.8% | +73.7% |
| 5Y | +82.7% | -0.4% | +83.1% | +73.9% |
| 10Y | +196.5% | +951.2% | -754.7% | +114.4% |
| All | +665.0% | +8,701.6% | -8,036.7% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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