+2,307.7%
JCI vs MTB
+8,294.1%
-5,986.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.1% |
| 30D | -5.7% | -4.2% | -1.5% | -4.1% |
| 3M | -1.4% | +8.9% | -10.3% | -4.7% |
| 6M | +4.1% | +10.9% | -6.7% | -0.1% |
| YTD | +21.7% | +21.5% | +0.3% | +12.5% |
| 1Y | +36.1% | +21.9% | +14.2% | +25.4% |
| 3Y | +154.4% | +109.2% | +45.2% | +87.9% |
| 5Y | +112.0% | +102.0% | +10.1% | +54.3% |
| 10Y | +322.2% | +171.9% | +150.3% | +158.6% |
| All | +2,307.7% | +8,294.1% | -5,986.3% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling