+5,747.4%
JNJ vs MLM
+2,961.7%
+2,785.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | +7.4% | -6.8% | +14.2% | +8.4% |
| 3M | +21.2% | -11.2% | +32.5% | +23.0% |
| 6M | +13.4% | -21.8% | +35.2% | +17.1% |
| YTD | +35.1% | -17.0% | +52.1% | +38.1% |
| 1Y | +57.4% | -16.4% | +73.8% | +60.6% |
| 3Y | +86.8% | +14.5% | +72.3% | +80.3% |
| 5Y | +80.8% | +41.7% | +39.1% | +67.1% |
| 10Y | +202.7% | +200.0% | +2.7% | +140.4% |
| All | +5,747.4% | +2,961.7% | +2,785.7% | +3,048.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling