+166.0%
JCI vs MKC
-31.2%
+197.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +4.1% | -4.3% | +8.4% | +4.3% |
| 30D | -3.8% | -3.1% | -0.7% | -3.7% |
| 3M | -1.6% | +6.8% | -8.5% | -2.2% |
| 6M | +9.5% | -18.3% | +27.9% | +12.7% |
| YTD | +21.7% | -23.1% | +44.8% | +25.9% |
| 1Y | +37.1% | -23.7% | +60.8% | +41.9% |
| All | +166.0% | -31.2% | +197.2% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling