+106.8%
JNJ vs MLM
+18.0%
+88.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +1.9% |
| 30D | +6.3% | +9.8% | -3.5% | +5.8% |
| 3M | +8.5% | -5.2% | +13.6% | +8.8% |
| 6M | +28.0% | -10.3% | +38.3% | +28.6% |
| YTD | +37.7% | -15.5% | +53.1% | +38.5% |
| 1Y | +47.9% | -15.0% | +63.0% | +48.7% |
| All | +106.8% | +18.0% | +88.8% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling