+77.8%
JNJ vs MXL
+222.8%
-145.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | 0.0% |
| 7D | -3.5% | +18.9% | -22.4% | -2.9% |
| 30D | +2.3% | +0.3% | +2.0% | +2.5% |
| 3M | +12.0% | -8.0% | +20.0% | +12.5% |
| 6M | +10.5% | +341.2% | -330.8% | +17.2% |
| YTD | +30.4% | +327.8% | -297.4% | +38.3% |
| 1Y | +52.1% | +364.9% | -312.8% | +62.1% |
| 3Y | +77.8% | +229.2% | -151.4% | +88.8% |
| All | +77.8% | +222.8% | -145.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling