+106.8%
JNJ vs MPWR
+199.9%
-93.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.1% | +0.3% |
| 7D | +1.5% | +17.3% | -15.8% | +2.4% |
| 30D | +6.3% | +12.1% | -5.8% | +7.1% |
| 3M | +8.5% | +5.6% | +2.8% | +9.0% |
| 6M | +28.0% | -10.7% | +38.7% | +28.4% |
| YTD | +37.7% | +64.0% | -26.3% | +41.1% |
| 1Y | +47.9% | +55.9% | -8.0% | +51.3% |
| All | +106.8% | +199.9% | -93.1% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling