+97.6%
JNJ vs MULL
+1,230.7%
-1,133.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.7% |
| 7D | +3.5% | +24.5% | -21.1% | +4.0% |
| 30D | +12.5% | -35.5% | +48.1% | +11.8% |
| 3M | +9.6% | -44.8% | +54.4% | +8.7% |
| 6M | +25.3% | -45.5% | +70.8% | +25.4% |
| YTD | +40.3% | +232.5% | -192.2% | +44.7% |
| 1Y | +49.6% | +343.3% | -293.6% | +55.5% |
| All | +97.6% | +1,230.7% | -1,133.1% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling