+210.8%
JNJ vs MOD
+911.6%
-700.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.4% |
| 7D | +1.1% | -25.5% | +26.7% | +1.3% |
| 30D | +6.9% | -49.0% | +55.9% | +7.4% |
| 3M | +8.0% | -49.8% | +57.8% | +8.5% |
| 6M | +24.3% | -64.8% | +89.1% | +25.3% |
| YTD | +35.6% | -27.6% | +63.3% | +34.8% |
| 1Y | +51.1% | -35.2% | +86.3% | +50.3% |
| 3Y | +98.3% | +137.1% | -38.9% | +85.1% |
| 5Y | +94.3% | +760.3% | -665.9% | +67.2% |
| All | +210.8% | +911.6% | -700.9% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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