+340.5%
JCI vs MKTX
+5.0%
+335.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | -4.4% | +0.7% | -5.2% | -4.5% |
| 3M | +1.7% | +40.8% | -39.1% | -3.0% |
| 6M | +8.8% | -8.0% | +16.8% | +9.5% |
| YTD | +22.6% | -8.7% | +31.4% | +23.5% |
| 1Y | +36.2% | -11.8% | +48.1% | +37.6% |
| 3Y | +168.0% | -24.0% | +192.0% | +170.7% |
| 5Y | +113.5% | -60.3% | +173.8% | +135.3% |
| All | +340.5% | +5.0% | +335.4% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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