+1,974.9%
JCI vs MLM
+3,039.4%
-1,064.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.2% | -1.3% | -4.6% |
| 7D | -16.9% | -1.2% | -15.7% | -16.6% |
| 30D | -17.2% | +7.9% | -25.1% | -19.7% |
| 3M | -14.2% | -4.5% | -9.7% | -13.2% |
| 6M | -8.7% | -12.6% | +3.9% | -5.1% |
| YTD | +10.7% | -14.9% | +25.6% | +15.9% |
| 1Y | +9.7% | -13.1% | +22.8% | +13.9% |
| 3Y | +166.9% | +21.2% | +145.7% | +143.8% |
| 5Y | +93.1% | +32.0% | +61.1% | +69.7% |
| 10Y | +300.3% | +195.3% | +105.0% | +153.8% |
| All | +1,974.9% | +3,039.4% | -1,064.5% | +494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling