+52.1%
JNJ vs MTZ
+26.3%
+25.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.1% |
| 7D | -3.5% | +1.4% | -4.9% | -3.4% |
| 30D | +2.3% | -14.5% | +16.8% | +1.7% |
| 3M | +12.0% | -32.9% | +44.9% | +10.9% |
| 6M | +10.5% | -20.8% | +31.3% | +8.9% |
| YTD | +30.4% | +10.6% | +19.8% | +28.3% |
| 1Y | +52.1% | +27.1% | +25.1% | +52.7% |
| All | +52.1% | +26.3% | +25.9% | +52.7% |
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