+52.1%
JNJ vs MTB
+24.6%
+27.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +2.3% | -4.8% | +7.1% | +2.5% |
| 3M | +12.0% | +6.0% | +6.0% | +11.5% |
| 6M | +10.5% | +19.6% | -9.1% | +10.2% |
| YTD | +30.4% | +21.5% | +8.9% | +29.1% |
| 1Y | +52.1% | +24.7% | +27.4% | +52.8% |
| All | +52.1% | +24.6% | +27.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling