+340.5%
JCI vs MDY
+177.2%
+163.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | +0.7% | -1.9% | +2.6% | +2.5% |
| 30D | -4.4% | -4.6% | +0.2% | -0.2% |
| 3M | +1.7% | -1.2% | +2.9% | +2.9% |
| 6M | +8.8% | +9.2% | -0.4% | +0.9% |
| YTD | +22.6% | +13.1% | +9.6% | +10.2% |
| 1Y | +36.2% | +13.0% | +23.2% | +22.3% |
| 3Y | +168.0% | +49.2% | +118.8% | +88.5% |
| 5Y | +113.5% | +47.2% | +66.2% | +51.6% |
| All | +340.5% | +177.2% | +163.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling