+97.6%
JNJ vs MPWR
+170.0%
-72.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.0% |
| 7D | +4.1% | +27.9% | -23.8% | +4.9% |
| 30D | +14.0% | +9.7% | +4.4% | +14.4% |
| 3M | +9.2% | +1.7% | +7.5% | +9.4% |
| 6M | +27.8% | -9.2% | +37.0% | +28.1% |
| YTD | +39.2% | +60.5% | -21.3% | +40.7% |
| 1Y | +49.1% | +52.0% | -2.9% | +50.6% |
| 3Y | +109.7% | +193.1% | -83.5% | +112.6% |
| 5Y | +97.6% | +167.3% | -69.7% | +93.6% |
| All | +97.6% | +170.0% | -72.5% | +93.6% |
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