+195.7%
JNJ vs MPC
+1,138.6%
-942.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.4% |
| 7D | -0.8% | +3.9% | -4.6% | -1.1% |
| 30D | +4.3% | +33.8% | -29.4% | +1.3% |
| 3M | +16.5% | +49.9% | -33.4% | +11.7% |
| 6M | +13.1% | +80.9% | -67.8% | +6.1% |
| YTD | +32.1% | +147.4% | -115.3% | +19.7% |
| 1Y | +54.5% | +123.2% | -68.7% | +41.3% |
| 3Y | +82.5% | +171.7% | -89.2% | +61.3% |
| 5Y | +80.0% | +678.6% | -598.5% | +37.3% |
| 10Y | +195.7% | +1,134.0% | -938.4% | +101.1% |
| All | +195.7% | +1,138.6% | -942.9% | +101.1% |
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