+175.9%
JCI vs MLM
+18.7%
+157.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | -9.4% | -4.1% | -5.3% | -7.9% |
| 30D | -13.4% | +8.2% | -21.6% | -16.5% |
| 3M | -12.4% | -3.6% | -8.8% | -11.3% |
| 6M | -5.1% | -15.6% | +10.4% | +1.4% |
| YTD | +13.7% | -16.4% | +30.2% | +20.9% |
| 1Y | +11.4% | -14.3% | +25.8% | +16.8% |
| 3Y | +175.9% | +19.3% | +156.6% | +141.2% |
| All | +175.9% | +18.7% | +157.2% | +141.2% |
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