+2,307.7%
JCI vs MKC
+3,376.8%
-1,069.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +3.8% | -5.9% | +9.7% | +5.3% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | -1.4% | +12.7% | -14.1% | -4.8% |
| 6M | +4.1% | -19.3% | +23.4% | +8.7% |
| YTD | +21.7% | -22.2% | +43.9% | +27.9% |
| 1Y | +36.1% | -23.3% | +59.5% | +43.2% |
| 3Y | +154.4% | -30.0% | +184.4% | +170.3% |
| 5Y | +112.0% | -33.8% | +145.8% | +126.2% |
| 10Y | +322.2% | +24.4% | +297.8% | +277.2% |
| All | +2,307.7% | +3,376.8% | -1,069.0% | +963.2% |
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