+210.8%
JNJ vs MPWR
+1,560.2%
-1,349.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.2% |
| 7D | +1.1% | -1.7% | +2.9% | +1.1% |
| 30D | +6.9% | -16.5% | +23.4% | +7.6% |
| 3M | +8.0% | -12.3% | +20.3% | +8.4% |
| 6M | +24.3% | -27.7% | +52.0% | +25.5% |
| YTD | +35.6% | +32.0% | +3.6% | +31.6% |
| 1Y | +51.1% | +25.1% | +26.0% | +47.0% |
| 3Y | +98.3% | +146.5% | -48.2% | +76.6% |
| 5Y | +94.3% | +126.0% | -31.7% | +69.0% |
| All | +210.8% | +1,560.2% | -1,349.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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