+83.7%
JNJ vs MPWR
+153.3%
-69.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.1% |
| 7D | +2.7% | -2.6% | +5.3% | +2.6% |
| 30D | +7.4% | -9.0% | +16.4% | +7.1% |
| 3M | +21.2% | -25.8% | +47.1% | +20.7% |
| 6M | +13.4% | +11.8% | +1.7% | +13.5% |
| YTD | +35.1% | +35.5% | -0.4% | +35.7% |
| 1Y | +57.4% | +45.3% | +12.1% | +58.4% |
| 3Y | +86.8% | +138.5% | -51.7% | +88.0% |
| All | +83.7% | +153.3% | -69.6% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling