+329.7%
JCI vs MKTX
+1,445.1%
-1,115.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -3.8% | +1.0% | -4.8% | -4.0% |
| 3M | -1.6% | +40.8% | -42.4% | -8.3% |
| 6M | +9.5% | -10.9% | +20.4% | +10.7% |
| YTD | +21.7% | -8.6% | +30.3% | +22.2% |
| 1Y | +37.1% | -11.6% | +48.7% | +38.2% |
| 3Y | +165.2% | -24.5% | +189.7% | +168.4% |
| 5Y | +110.3% | -60.7% | +171.0% | +137.3% |
| 10Y | +341.0% | +5.1% | +335.9% | +288.7% |
| All | +329.7% | +1,445.1% | -1,115.4% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling