+302.6%
JCI vs MLM
+140.0%
+162.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +8.4% | -2.0% | +10.4% | +9.4% |
| 30D | -8.9% | +9.5% | -18.4% | -13.0% |
| 3M | -6.4% | -4.7% | -1.7% | -4.9% |
| 6M | +1.6% | -10.7% | +12.3% | +5.7% |
| YTD | +20.1% | -16.6% | +36.6% | +28.2% |
| 1Y | +17.2% | -15.4% | +32.6% | +24.2% |
| 3Y | +190.7% | +15.9% | +174.8% | +161.9% |
| 5Y | +99.9% | +27.1% | +72.7% | +69.2% |
| All | +302.6% | +140.0% | +162.7% | +139.9% |
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