+205.6%
JCI vs MET
+1,369.7%
-1,164.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +8.4% | +2.1% | +6.3% | +7.6% |
| 30D | -8.9% | +1.8% | -10.7% | -9.6% |
| 3M | -6.4% | +6.0% | -12.5% | -8.6% |
| 6M | +1.6% | +31.1% | -29.5% | -8.6% |
| YTD | +20.1% | +32.6% | -12.5% | +7.2% |
| 1Y | +17.2% | +30.5% | -13.2% | +5.2% |
| 3Y | +190.7% | +83.6% | +107.2% | +128.9% |
| 5Y | +99.9% | +84.2% | +15.7% | +56.6% |
| 10Y | +301.8% | +196.6% | +105.2% | +156.5% |
| All | +205.6% | +1,369.7% | -1,164.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling