+57.4%
JNJ vs MTZ
+30.9%
+26.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.6% |
| 30D | +7.4% | -11.1% | +18.5% | +6.8% |
| 3M | +21.2% | -36.7% | +57.9% | +20.1% |
| 6M | +13.4% | -21.9% | +35.3% | +11.8% |
| YTD | +35.1% | +9.1% | +26.0% | +33.5% |
| 1Y | +57.4% | +30.0% | +27.5% | +58.6% |
| All | +57.4% | +30.9% | +26.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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