+186.7%
JCI vs MDY
+56.8%
+129.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.1% |
| 7D | +3.2% | +2.3% | +0.9% | +0.9% |
| 30D | -8.6% | +2.0% | -10.6% | -10.2% |
| 3M | -7.7% | -5.6% | -2.1% | -1.8% |
| 6M | -2.6% | +1.3% | -3.9% | -3.2% |
| YTD | +17.4% | +12.3% | +5.0% | +5.4% |
| 1Y | +16.9% | +15.8% | +1.1% | +1.8% |
| 3Y | +186.7% | +56.5% | +130.3% | +96.0% |
| All | +186.7% | +56.8% | +129.9% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling