+207.8%
JNJ vs MPC
+1,165.8%
-958.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.7% |
| 7D | +4.3% | -9.4% | +13.7% | +5.1% |
| 30D | +7.9% | -14.3% | +22.2% | +9.3% |
| 3M | +9.4% | +31.1% | -21.7% | +6.1% |
| 6M | +28.8% | +60.3% | -31.4% | +22.3% |
| YTD | +38.5% | +142.5% | -104.0% | +25.5% |
| 1Y | +54.6% | +104.6% | -50.0% | +42.5% |
| 3Y | +108.4% | +191.7% | -83.3% | +82.3% |
| 5Y | +99.6% | +549.2% | -449.6% | +56.0% |
| 10Y | +207.8% | +1,106.2% | -898.5% | +119.5% |
| All | +207.8% | +1,165.8% | -958.0% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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