+8,399.1%
JNJ vs MRSH
+3,270.6%
+5,128.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -4.3% | -5.9% | +1.6% | -2.6% |
| 30D | +3.0% | -7.3% | +10.3% | +5.3% |
| 3M | +12.2% | +6.7% | +5.6% | +10.0% |
| 6M | +10.5% | +3.0% | +7.5% | +9.0% |
| YTD | +30.8% | -2.9% | +33.7% | +30.8% |
| 1Y | +54.9% | -9.0% | +63.9% | +57.6% |
| 3Y | +80.7% | -4.3% | +85.0% | +80.4% |
| 5Y | +83.4% | +19.4% | +64.0% | +70.1% |
| 10Y | +195.7% | +218.1% | -22.4% | +105.6% |
| All | +8,399.1% | +3,270.6% | +5,128.5% | +2,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling