+8,682.5%
JNJ vs MTB
+8,294.1%
+388.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | +7.4% | -4.2% | +11.6% | +8.2% |
| 3M | +21.2% | +8.9% | +12.4% | +19.3% |
| 6M | +13.4% | +10.9% | +2.5% | +11.1% |
| YTD | +35.1% | +21.5% | +13.6% | +29.9% |
| 1Y | +57.4% | +21.9% | +35.5% | +51.1% |
| 3Y | +86.8% | +109.2% | -22.5% | +59.4% |
| 5Y | +80.8% | +102.0% | -21.2% | +51.6% |
| 10Y | +202.7% | +171.9% | +30.8% | +127.8% |
| All | +8,682.5% | +8,294.1% | +388.4% | +2,736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling