+110.8%
JNJ vs MTB
+106.3%
+4.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +1.5% | +1.9% | +3.3% |
| 30D | +12.5% | +2.3% | +10.2% | +12.3% |
| 3M | +9.6% | -12.1% | +21.7% | +10.9% |
| 6M | +25.3% | +9.8% | +15.5% | +24.3% |
| YTD | +40.3% | +12.0% | +28.3% | +38.6% |
| 1Y | +49.6% | +22.0% | +27.6% | +46.6% |
| 3Y | +110.8% | +107.6% | +3.2% | +89.3% |
| All | +110.8% | +106.3% | +4.5% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling