+563.8%
JNJ vs MXL
+286.3%
+277.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | -0.2% |
| 7D | -4.3% | +16.6% | -21.0% | -4.8% |
| 30D | +3.0% | +0.5% | +2.6% | +2.9% |
| 3M | +12.2% | -3.6% | +15.9% | +11.3% |
| 6M | +10.5% | +328.0% | -317.6% | +1.8% |
| YTD | +30.8% | +297.8% | -267.0% | +20.7% |
| 1Y | +54.9% | +339.4% | -284.5% | +41.9% |
| 3Y | +80.7% | +201.7% | -121.1% | +63.4% |
| 5Y | +83.4% | +32.8% | +50.7% | +71.0% |
| 10Y | +195.7% | +274.8% | -79.1% | +137.4% |
| All | +563.8% | +286.3% | +277.5% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling