+2,348.9%
JCI vs MCO
+7,398.7%
-5,049.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +4.1% | -3.1% | +7.2% | +5.2% |
| 30D | -3.8% | -0.5% | -3.3% | -3.8% |
| 3M | -1.6% | +5.7% | -7.3% | -4.2% |
| 6M | +9.5% | +3.0% | +6.5% | +7.1% |
| YTD | +21.7% | -6.5% | +28.2% | +22.2% |
| 1Y | +37.1% | -5.8% | +42.9% | +36.8% |
| 3Y | +165.2% | +43.1% | +122.1% | +126.5% |
| 5Y | +110.3% | +29.5% | +80.8% | +84.4% |
| 10Y | +341.0% | +388.8% | -47.8% | +142.3% |
| All | +2,348.9% | +7,398.7% | -5,049.8% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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