+128.7%
JNJ vs MP
+257.7%
-129.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.4% |
| 7D | +1.1% | -10.5% | +11.6% | +1.1% |
| 30D | +6.9% | -23.5% | +30.4% | +6.9% |
| 3M | +8.0% | -25.4% | +33.5% | +8.1% |
| 6M | +24.3% | -51.3% | +75.5% | +24.7% |
| YTD | +35.6% | -29.9% | +65.5% | +35.5% |
| 1Y | +51.1% | -31.8% | +82.9% | +50.9% |
| 3Y | +98.3% | +127.0% | -28.7% | +94.2% |
| 5Y | +94.3% | -3.3% | +97.6% | +91.3% |
| All | +128.7% | +257.7% | -129.0% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling