+83.7%
JNJ vs MPC
+645.9%
-562.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | +5.4% | -2.8% | +2.5% |
| 30D | +7.4% | +31.0% | -23.6% | +6.5% |
| 3M | +21.2% | +46.0% | -24.8% | +19.7% |
| 6M | +13.4% | +77.3% | -63.9% | +11.1% |
| YTD | +35.1% | +141.9% | -106.8% | +30.6% |
| 1Y | +57.4% | +120.9% | -63.5% | +52.7% |
| 3Y | +86.8% | +182.7% | -95.9% | +77.4% |
| All | +83.7% | +645.9% | -562.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling