+108.8%
JCI vs MKC
-33.9%
+142.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | -7.7% | -3.4% | -4.3% | -7.4% |
| 3M | +2.8% | +3.8% | -1.0% | +1.9% |
| 6M | +7.2% | -17.9% | +25.2% | +11.2% |
| YTD | +20.0% | -23.6% | +43.6% | +25.9% |
| 1Y | +33.3% | -23.1% | +56.3% | +39.4% |
| 3Y | +161.3% | -31.5% | +192.8% | +178.4% |
| 5Y | +108.8% | -33.1% | +141.9% | +112.5% |
| All | +108.8% | -33.9% | +142.7% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling