+27.7%
JCI vs MTB
+27.0%
+0.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.4% | -6.6% |
| 7D | -10.7% | +2.0% | -12.7% | -11.3% |
| 30D | -10.4% | +2.9% | -13.3% | -11.3% |
| 3M | -8.3% | -10.7% | +2.4% | -4.3% |
| 6M | -2.1% | +6.3% | -8.5% | -5.3% |
| YTD | +18.4% | +13.8% | +4.6% | +11.8% |
| 1Y | +27.7% | +27.7% | -0.1% | +14.5% |
| All | +27.7% | +27.0% | +0.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling