+114.4%
JCI vs MRNA
-67.9%
+182.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.1% | +2.1% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | -4.4% | +126.1% | -130.6% | -9.1% |
| 3M | +1.7% | +190.0% | -188.4% | -6.6% |
| 6M | +8.8% | +157.2% | -148.4% | +0.9% |
| YTD | +22.6% | +388.2% | -365.6% | +5.2% |
| 1Y | +36.2% | +467.0% | -430.8% | +14.1% |
| 3Y | +168.0% | +36.1% | +131.9% | +154.6% |
| All | +114.4% | -67.9% | +182.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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