+36.1%
JCI vs MKC
-23.4%
+59.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.8% |
| 7D | +3.8% | -5.9% | +9.7% | +3.1% |
| 30D | -5.7% | -0.9% | -4.8% | -5.7% |
| 3M | -1.4% | +12.7% | -14.1% | -0.3% |
| 6M | +4.1% | -19.3% | +23.4% | +6.7% |
| YTD | +21.7% | -22.2% | +43.9% | +24.0% |
| 1Y | +36.1% | -23.3% | +59.5% | +37.8% |
| All | +36.1% | -23.4% | +59.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling