+288.2%
JCI vs M
-3.0%
+291.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -5.9% | +5.0% | -10.9% | -6.9% |
| 30D | -10.4% | +10.6% | -21.0% | -12.3% |
| 3M | -6.1% | +1.6% | -7.7% | -6.8% |
| 6M | +1.7% | +30.8% | -29.1% | -4.4% |
| YTD | +18.9% | +16.9% | +2.0% | +13.7% |
| 1Y | +16.1% | +26.3% | -10.1% | +9.2% |
| 3Y | +187.8% | +158.6% | +29.2% | +127.1% |
| 5Y | +103.2% | +2.1% | +101.1% | +81.8% |
| 10Y | +288.2% | -4.3% | +292.5% | +175.9% |
| All | +288.2% | -3.0% | +291.3% | +175.9% |
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