+192.5%
JNJ vs MRSH
+218.8%
-26.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -4.8% | +1.2% | -1.8% |
| 30D | +2.3% | -6.3% | +8.6% | +4.7% |
| 3M | +12.0% | +5.8% | +6.2% | +9.5% |
| 6M | +10.5% | +2.8% | +7.7% | +8.7% |
| YTD | +30.4% | -3.1% | +33.5% | +30.5% |
| 1Y | +52.1% | -11.3% | +63.4% | +57.2% |
| 3Y | +77.8% | -5.0% | +82.8% | +77.3% |
| 5Y | +82.9% | +19.2% | +63.7% | +63.3% |
| All | +192.5% | +218.8% | -26.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling