+325.3%
JCI vs M
-6.4%
+331.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +5.1% | +2.4% | +2.7% | +4.6% |
| 30D | -3.8% | -11.6% | +7.8% | -1.6% |
| 3M | +1.9% | +1.6% | +0.3% | +1.1% |
| 6M | +11.2% | +25.2% | -14.0% | +5.8% |
| YTD | +22.9% | +3.8% | +19.2% | +20.8% |
| 1Y | +37.4% | +36.3% | +1.0% | +27.6% |
| 3Y | +167.8% | +116.3% | +51.5% | +118.8% |
| 5Y | +115.0% | +28.2% | +86.9% | +84.4% |
| 10Y | +325.3% | -3.4% | +328.7% | +203.4% |
| All | +325.3% | -6.4% | +331.7% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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