+16.1%
JCI vs MDB
-8.6%
+24.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -5.9% | -1.0% | -4.9% | -5.9% |
| 30D | -10.4% | -14.0% | +3.6% | -10.4% |
| 3M | -6.1% | -20.3% | +14.2% | -6.1% |
| 6M | +1.7% | +10.9% | -9.1% | +2.6% |
| YTD | +18.9% | -20.9% | +39.8% | +19.8% |
| 1Y | +16.1% | -11.2% | +27.3% | +16.2% |
| All | +16.1% | -8.6% | +24.7% | +16.2% |
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