+27.7%
JCI vs MDB
-8.5%
+36.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -6.3% |
| 7D | -10.7% | -16.5% | +5.8% | -10.7% |
| 30D | -10.4% | -8.6% | -1.8% | -10.2% |
| 3M | -8.3% | -13.6% | +5.3% | -8.0% |
| 6M | -2.1% | +24.1% | -26.2% | -1.1% |
| YTD | +18.4% | -21.8% | +40.1% | +19.3% |
| 1Y | +27.7% | -7.7% | +35.4% | +28.2% |
| All | +27.7% | -8.5% | +36.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling