+210.8%
JNJ vs MLM
+185.4%
+25.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +1.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.7% |
| 30D | +6.9% | +8.2% | -1.3% | +5.8% |
| 3M | +8.0% | -3.6% | +11.6% | +8.4% |
| 6M | +24.3% | -15.6% | +39.8% | +26.7% |
| YTD | +35.6% | -16.4% | +52.0% | +38.1% |
| 1Y | +51.1% | -14.3% | +65.4% | +53.2% |
| 3Y | +98.3% | +19.3% | +79.0% | +90.4% |
| 5Y | +94.3% | +29.6% | +64.8% | +82.2% |
| All | +210.8% | +185.4% | +25.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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