+192.5%
JNJ vs MXL
+313.4%
-120.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.4% |
| 7D | -3.5% | +18.9% | -22.4% | -3.7% |
| 30D | +2.3% | +0.3% | +2.0% | +2.3% |
| 3M | +12.0% | -8.0% | +20.0% | +11.7% |
| 6M | +10.5% | +341.2% | -330.8% | +5.2% |
| YTD | +30.4% | +327.8% | -297.4% | +24.1% |
| 1Y | +52.1% | +364.9% | -312.8% | +44.2% |
| 3Y | +77.8% | +229.2% | -151.4% | +66.8% |
| 5Y | +82.9% | +42.8% | +40.1% | +76.6% |
| All | +192.5% | +313.4% | -120.8% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling