+757.2%
JNJ vs MPWR
+19,059.4%
-18,302.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.1% | -0.8% |
| 7D | +1.5% | +17.3% | -15.8% | +0.2% |
| 30D | +6.3% | +12.1% | -5.8% | +5.2% |
| 3M | +8.5% | +5.6% | +2.8% | +7.5% |
| 6M | +28.0% | -10.7% | +38.7% | +27.8% |
| YTD | +37.7% | +64.0% | -26.3% | +30.4% |
| 1Y | +47.9% | +55.9% | -8.0% | +40.6% |
| 3Y | +107.4% | +199.5% | -92.1% | +79.6% |
| 5Y | +97.7% | +176.6% | -78.8% | +67.0% |
| 10Y | +210.7% | +1,921.6% | -1,711.0% | +102.9% |
| All | +757.2% | +19,059.4% | -18,302.2% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling