+645.5%
JCI vs MOH
+1,330.6%
-685.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -7.7% | +3.0% | -10.7% | -8.2% |
| 3M | +2.8% | +1.2% | +1.6% | +2.1% |
| 6M | +7.2% | +41.7% | -34.5% | +0.8% |
| YTD | +20.0% | +15.4% | +4.5% | +14.9% |
| 1Y | +33.3% | +11.8% | +21.5% | +27.3% |
| 3Y | +161.3% | -37.5% | +198.8% | +165.0% |
| 5Y | +108.8% | -20.6% | +129.4% | +100.6% |
| 10Y | +334.6% | +255.8% | +78.8% | +204.1% |
| All | +645.5% | +1,330.6% | -685.1% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling