+192.5%
JNJ vs MKC
+29.9%
+162.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -1.5% | -2.0% | -3.1% |
| 30D | +2.3% | -3.1% | +5.4% | +3.3% |
| 3M | +12.0% | +5.2% | +6.8% | +10.0% |
| 6M | +10.5% | -12.8% | +23.3% | +14.7% |
| YTD | +30.4% | -23.3% | +53.7% | +40.5% |
| 1Y | +52.1% | -24.1% | +76.2% | +64.2% |
| 3Y | +77.8% | -32.1% | +109.9% | +96.9% |
| 5Y | +82.9% | -32.8% | +115.7% | +99.6% |
| All | +192.5% | +29.9% | +162.7% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling