+8,487.5%
JNJ vs MKC
+3,364.7%
+5,122.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.8% | -4.3% | +3.6% | +0.3% |
| 30D | +4.3% | -2.0% | +6.3% | +4.8% |
| 3M | +16.5% | +10.0% | +6.5% | +13.7% |
| 6M | +13.1% | -18.5% | +31.7% | +18.3% |
| YTD | +32.1% | -22.4% | +54.6% | +39.3% |
| 1Y | +54.5% | -23.6% | +78.1% | +63.3% |
| 3Y | +82.5% | -30.4% | +113.0% | +95.5% |
| 5Y | +80.0% | -34.2% | +114.2% | +93.5% |
| 10Y | +195.7% | +26.8% | +168.8% | +170.9% |
| All | +8,487.5% | +3,364.7% | +5,122.8% | +4,264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling