+83.7%
JNJ vs MP
+58.1%
+25.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +2.7% | -2.9% | +5.5% | +2.7% |
| 30D | +7.4% | +13.8% | -6.4% | +7.4% |
| 3M | +21.2% | -16.7% | +37.9% | +21.4% |
| 6M | +13.4% | -11.5% | +24.9% | +13.4% |
| YTD | +35.1% | +7.9% | +27.2% | +34.9% |
| 1Y | +57.4% | -15.0% | +72.5% | +57.3% |
| 3Y | +86.8% | +153.5% | -66.7% | +82.7% |
| All | +83.7% | +58.1% | +25.6% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling