+111.9%
JCI vs MDY
+45.3%
+66.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -1.6% | 0.0% | -1.6% | -1.4% |
| 6M | +9.5% | +8.5% | +1.0% | +1.5% |
| YTD | +21.7% | +13.2% | +8.5% | +8.3% |
| 1Y | +37.1% | +15.0% | +22.1% | +20.0% |
| 3Y | +165.2% | +49.6% | +115.6% | +80.7% |
| All | +111.9% | +45.3% | +66.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling