+132.2%
JNJ vs MP
+271.0%
-138.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +1.5% | +2.3% | -0.8% | +1.5% |
| 30D | +6.3% | -15.3% | +21.6% | +6.4% |
| 3M | +8.5% | -33.5% | +42.0% | +8.6% |
| 6M | +28.0% | -45.5% | +73.5% | +28.3% |
| YTD | +37.7% | -27.3% | +65.0% | +37.6% |
| 1Y | +47.9% | -40.7% | +88.6% | +48.0% |
| 3Y | +107.4% | +145.9% | -38.5% | +102.9% |
| 5Y | +97.7% | -13.9% | +111.6% | +94.7% |
| All | +132.2% | +271.0% | -138.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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