+340.5%
JCI vs MTB
+173.8%
+166.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -4.4% | -4.8% | +0.4% | -2.4% |
| 3M | +1.7% | +6.0% | -4.3% | -1.0% |
| 6M | +8.8% | +19.6% | -10.8% | +0.7% |
| YTD | +22.6% | +21.5% | +1.2% | +12.5% |
| 1Y | +36.2% | +24.7% | +11.5% | +23.3% |
| 3Y | +168.0% | +108.6% | +59.4% | +93.1% |
| 5Y | +113.5% | +106.7% | +6.7% | +49.4% |
| All | +340.5% | +173.8% | +166.6% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling