+2,899.4%
JCI vs M
+401.4%
+2,498.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +3.8% |
| 7D | -9.4% | -4.3% | -5.1% | -8.7% |
| 30D | -13.4% | +1.3% | -14.7% | -14.0% |
| 3M | -12.4% | -7.4% | -5.0% | -11.4% |
| 6M | -5.1% | +18.3% | -23.5% | -10.1% |
| YTD | +13.7% | +7.6% | +6.2% | +9.7% |
| 1Y | +11.4% | +17.4% | -6.0% | +4.9% |
| 3Y | +175.9% | +108.4% | +67.5% | +115.1% |
| 5Y | +98.4% | -10.6% | +109.0% | +78.1% |
| 10Y | +311.2% | -3.2% | +314.3% | +196.3% |
| All | +2,899.4% | +401.4% | +2,498.0% | +1,199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling