+21.8%
JCI vs MDLN
+15.3%
+6.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +18.4% | -24.6% | -5.4% |
| 7D | -10.7% | +24.7% | -35.3% | -9.9% |
| 30D | -10.4% | +12.7% | -23.1% | -9.4% |
| 3M | -8.3% | -4.0% | -4.2% | -7.1% |
| 6M | -2.1% | -8.7% | +6.6% | +0.6% |
| YTD | +18.4% | -3.9% | +22.3% | +22.2% |
| All | +21.8% | +15.3% | +6.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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