+83.4%
JNJ vs MTB
+101.1%
-17.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +3.0% | -4.6% | +7.6% | +3.5% |
| 3M | +12.2% | +7.4% | +4.8% | +11.4% |
| 6M | +10.5% | +18.7% | -8.2% | +8.6% |
| YTD | +30.8% | +21.1% | +9.7% | +28.2% |
| 1Y | +54.9% | +24.1% | +30.9% | +51.5% |
| 3Y | +80.7% | +115.3% | -34.7% | +65.6% |
| 5Y | +83.4% | +106.0% | -22.6% | +69.4% |
| All | +83.4% | +101.1% | -17.6% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling