+2,325.5%
JCI vs MRSH
+3,263.4%
-937.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -4.8% | +5.5% | +2.9% |
| 30D | -4.4% | -6.3% | +1.9% | -1.8% |
| 3M | +1.7% | +5.8% | -4.1% | -1.9% |
| 6M | +8.8% | +2.8% | +6.0% | +5.3% |
| YTD | +22.6% | -3.1% | +25.8% | +21.3% |
| 1Y | +36.2% | -11.3% | +47.5% | +39.5% |
| 3Y | +168.0% | -5.0% | +173.0% | +163.9% |
| 5Y | +113.5% | +19.2% | +94.3% | +89.7% |
| 10Y | +344.3% | +217.4% | +126.9% | +157.1% |
| All | +2,325.5% | +3,263.4% | -937.9% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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