+2,221.0%
JCI vs MKC
+3,068.3%
-847.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.5% |
| 7D | +3.2% | -3.0% | +6.2% | +3.9% |
| 30D | -8.6% | +4.8% | -13.4% | -10.0% |
| 3M | -7.7% | -12.8% | +5.1% | -5.3% |
| 6M | -2.6% | +5.0% | -7.6% | -5.0% |
| YTD | +17.4% | -29.1% | +46.4% | +25.3% |
| 1Y | +16.9% | -26.4% | +43.3% | +23.6% |
| 3Y | +186.7% | -21.6% | +208.4% | +194.2% |
| 5Y | +95.4% | -35.2% | +130.6% | +108.1% |
| 10Y | +292.7% | +25.6% | +267.1% | +247.9% |
| All | +2,221.0% | +3,068.3% | -847.3% | +941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling