+166.0%
JCI vs MDY
+48.7%
+117.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.1% |
| 7D | +4.1% | -0.8% | +4.8% | +4.9% |
| 30D | -3.8% | -3.9% | 0.0% | +0.1% |
| 3M | -1.6% | 0.0% | -1.6% | -1.4% |
| 6M | +9.5% | +8.5% | +1.0% | +1.4% |
| YTD | +21.7% | +13.2% | +8.5% | +8.0% |
| 1Y | +37.1% | +15.0% | +22.1% | +19.7% |
| All | +166.0% | +48.7% | +117.3% | +80.2% |
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