+99.9%
JCI vs MLM
+28.3%
+71.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +8.4% | -2.0% | +10.4% | +9.5% |
| 30D | -8.9% | +9.5% | -18.4% | -13.4% |
| 3M | -6.4% | -4.7% | -1.7% | -4.7% |
| 6M | +1.6% | -10.7% | +12.3% | +6.1% |
| YTD | +20.1% | -16.6% | +36.6% | +28.9% |
| 1Y | +17.2% | -15.4% | +32.6% | +24.8% |
| 3Y | +190.7% | +15.9% | +174.8% | +151.4% |
| 5Y | +99.9% | +27.1% | +72.7% | +59.0% |
| All | +99.9% | +28.3% | +71.5% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling