+304.3%
JCI vs MLM
+185.4%
+118.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.5% |
| 7D | -9.4% | -4.1% | -5.3% | -7.8% |
| 30D | -13.4% | +8.2% | -21.6% | -16.8% |
| 3M | -12.4% | -3.6% | -8.8% | -11.5% |
| 6M | -5.1% | -15.6% | +10.4% | +1.2% |
| YTD | +13.7% | -16.4% | +30.2% | +21.2% |
| 1Y | +11.4% | -14.3% | +25.8% | +17.3% |
| 3Y | +175.9% | +19.3% | +156.6% | +145.6% |
| 5Y | +98.4% | +29.6% | +68.8% | +66.9% |
| All | +304.3% | +185.4% | +118.9% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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