+84.2%
JNJ vs MGY
+88.8%
-4.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | +3.5% | -7.1% | -3.6% |
| 30D | +2.3% | +5.3% | -3.0% | +2.2% |
| 3M | +12.0% | +2.6% | +9.3% | +11.9% |
| 6M | +10.5% | -3.3% | +13.8% | +10.4% |
| YTD | +30.4% | +29.2% | +1.2% | +29.6% |
| 1Y | +52.1% | +18.0% | +34.1% | +51.4% |
| 3Y | +77.8% | +30.0% | +47.8% | +75.8% |
| All | +84.2% | +88.8% | -4.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling