+340.5%
JCI vs MKC
+29.9%
+310.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -4.4% | -3.1% | -1.3% | -3.9% |
| 3M | +1.7% | +5.2% | -3.5% | -0.1% |
| 6M | +8.8% | -12.8% | +21.6% | +11.8% |
| YTD | +22.6% | -23.3% | +45.9% | +29.8% |
| 1Y | +36.2% | -24.1% | +60.3% | +44.3% |
| 3Y | +168.0% | -32.1% | +200.1% | +188.9% |
| 5Y | +113.5% | -32.8% | +146.3% | +127.1% |
| All | +340.5% | +29.9% | +310.6% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling