+168.6%
JCI vs MLM
+20.9%
+147.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.2% | -1.3% | -4.4% |
| 7D | -16.9% | -1.2% | -15.7% | -16.6% |
| 30D | -17.2% | +7.9% | -25.1% | -20.0% |
| 3M | -14.2% | -4.5% | -9.7% | -12.8% |
| 6M | -8.7% | -12.6% | +3.9% | -3.9% |
| YTD | +10.7% | -14.9% | +25.6% | +16.8% |
| 1Y | +9.7% | -13.1% | +22.8% | +14.5% |
| All | +168.6% | +20.9% | +147.7% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling