+330.8%
JCI vs MET
+248.0%
+82.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | +0.4% | -2.5% | +2.9% | +1.6% |
| 30D | -7.7% | 0.0% | -7.7% | -7.8% |
| 3M | +2.8% | +13.1% | -10.3% | -4.0% |
| 6M | +7.2% | +39.0% | -31.7% | -10.2% |
| YTD | +20.0% | +25.2% | -5.2% | +5.6% |
| 1Y | +33.3% | +25.6% | +7.6% | +16.6% |
| 3Y | +161.3% | +67.1% | +94.2% | +94.7% |
| 5Y | +108.8% | +85.1% | +23.6% | +46.1% |
| All | +330.8% | +248.0% | +82.8% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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