+326.9%
JCI vs MLM
+206.1%
+120.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +3.8% | -2.9% | +6.7% | +5.2% |
| 30D | -5.7% | -6.8% | +1.2% | -2.7% |
| 3M | -1.4% | -11.2% | +9.8% | +3.3% |
| 6M | +4.1% | -21.8% | +26.0% | +15.6% |
| YTD | +21.7% | -17.0% | +38.7% | +30.7% |
| 1Y | +36.1% | -16.4% | +52.5% | +45.2% |
| 3Y | +154.4% | +14.5% | +140.0% | +131.5% |
| 5Y | +112.0% | +41.7% | +70.3% | +72.3% |
| All | +326.9% | +206.1% | +120.7% | +142.8% |
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