+8,422.4%
JNJ vs MTZ
+3,109.1%
+5,313.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.7% |
| 7D | -3.0% | +2.3% | -5.2% | -3.0% |
| 30D | +2.5% | -10.3% | +12.8% | +2.9% |
| 3M | +13.2% | -31.8% | +45.1% | +14.5% |
| 6M | +11.3% | -19.2% | +30.5% | +11.7% |
| YTD | +31.1% | +10.7% | +20.4% | +29.9% |
| 1Y | +54.3% | +37.5% | +16.8% | +51.4% |
| 3Y | +81.1% | +162.4% | -81.2% | +71.3% |
| 5Y | +82.7% | +166.3% | -83.6% | +71.4% |
| 10Y | +196.5% | +753.2% | -556.7% | +160.9% |
| All | +8,422.4% | +3,109.1% | +5,313.3% | +7,015.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling