+5,202.4%
JNJ vs MTCH
+14,593.1%
-9,390.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.3% | -1.4% | -2.9% | -4.3% |
| 30D | +3.0% | +13.6% | -10.6% | +2.3% |
| 3M | +12.2% | +22.4% | -10.2% | +10.8% |
| 6M | +10.5% | +37.2% | -26.7% | +8.3% |
| YTD | +30.8% | +31.8% | -1.0% | +28.3% |
| 1Y | +54.9% | +12.9% | +42.0% | +53.3% |
| 3Y | +80.7% | -1.1% | +81.8% | +78.7% |
| 5Y | +83.4% | -73.5% | +156.9% | +93.5% |
| 10Y | +195.7% | +200.7% | -5.0% | +159.7% |
| All | +5,202.4% | +14,593.1% | -9,390.7% | +3,672.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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