+57.4%
JNJ vs MXL
+316.6%
-259.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -0.9% |
| 7D | +2.7% | +1.6% | +1.0% | +2.8% |
| 30D | +7.4% | -7.0% | +14.4% | +7.2% |
| 3M | +21.2% | -33.4% | +54.6% | +20.4% |
| 6M | +13.4% | +260.2% | -246.8% | +18.2% |
| YTD | +35.1% | +260.0% | -224.8% | +40.9% |
| 1Y | +57.4% | +303.5% | -246.0% | +65.6% |
| All | +57.4% | +316.6% | -259.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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