+158.3%
JNJ vs MGY
+209.8%
-51.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -4.3% | +1.8% | -6.1% | -4.4% |
| 30D | +3.0% | +6.5% | -3.5% | +2.6% |
| 3M | +12.2% | +0.3% | +11.9% | +12.1% |
| 6M | +10.5% | -2.4% | +12.8% | +10.4% |
| YTD | +30.8% | +29.0% | +1.8% | +28.6% |
| 1Y | +54.9% | +17.0% | +37.9% | +53.0% |
| 3Y | +80.7% | +26.2% | +54.5% | +76.3% |
| 5Y | +83.4% | +92.3% | -8.9% | +71.0% |
| All | +158.3% | +209.8% | -51.5% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling