+301.7%
JCI vs MLM
+167.5%
+134.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.7% |
| 7D | -3.4% | -3.8% | +0.4% | -1.7% |
| 30D | -10.1% | +11.0% | -21.1% | -14.7% |
| 3M | -6.8% | -3.1% | -3.7% | -5.9% |
| 6M | +2.0% | -9.8% | +11.8% | +5.6% |
| YTD | +19.2% | -14.4% | +33.5% | +25.7% |
| 1Y | +16.7% | -12.6% | +29.3% | +21.9% |
| 3Y | +194.3% | +19.7% | +174.6% | +161.2% |
| 5Y | +103.0% | +29.8% | +73.3% | +70.2% |
| 10Y | +301.7% | +153.5% | +148.2% | +134.9% |
| All | +301.7% | +167.5% | +134.3% | +134.9% |
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