+732.5%
JNJ vs MPWR
+14,560.0%
-13,827.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.3% | +8.8% | -0.7% |
| 7D | -1.0% | -5.6% | +4.6% | -0.7% |
| 30D | +6.9% | -23.2% | +30.1% | +8.7% |
| 3M | +6.2% | -15.8% | +22.0% | +7.1% |
| 6M | +22.0% | -28.5% | +50.6% | +23.8% |
| YTD | +33.7% | +25.5% | +8.2% | +29.2% |
| 1Y | +49.7% | +13.9% | +35.8% | +45.7% |
| 3Y | +96.0% | +134.6% | -38.6% | +72.8% |
| 5Y | +91.6% | +114.8% | -23.2% | +64.8% |
| 10Y | +210.5% | +1,499.3% | -1,288.8% | +106.2% |
| All | +732.5% | +14,560.0% | -13,827.5% | +364.2% |
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 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