+168.0%
JCI vs MOH
-36.3%
+204.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.3% | +2.3% |
| 7D | +0.7% | +1.7% | -1.0% | +0.8% |
| 30D | -4.4% | -0.9% | -3.5% | -4.4% |
| 3M | +1.7% | +5.7% | -4.0% | +1.8% |
| 6M | +8.8% | +39.1% | -30.3% | +9.3% |
| YTD | +22.6% | +17.7% | +5.0% | +22.8% |
| 1Y | +36.2% | +8.4% | +27.8% | +36.4% |
| 3Y | +168.0% | -36.6% | +204.6% | +165.0% |
| All | +168.0% | -36.3% | +204.3% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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