+3,110.6%
JCI vs M
+396.5%
+2,714.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +3.8% | +4.7% | -0.9% | +2.7% |
| 30D | -5.7% | -9.6% | +4.0% | -3.4% |
| 3M | -1.4% | +0.9% | -2.2% | -2.1% |
| 6M | +4.1% | +22.3% | -18.1% | -1.6% |
| YTD | +21.7% | +6.5% | +15.2% | +18.4% |
| 1Y | +36.1% | +38.8% | -2.6% | +23.7% |
| 3Y | +154.4% | +115.9% | +38.5% | +97.5% |
| 5Y | +112.0% | +28.6% | +83.4% | +73.6% |
| 10Y | +322.2% | -2.5% | +324.8% | +205.0% |
| All | +3,110.6% | +396.5% | +2,714.0% | +1,302.6% |
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