+162.1%
JCI vs MTCH
-2.2%
+164.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | -7.7% | +13.6% | -21.4% | -9.4% |
| 3M | +2.8% | +22.4% | -19.6% | -0.6% |
| 6M | +7.2% | +37.2% | -29.9% | +1.4% |
| YTD | +20.0% | +31.8% | -11.8% | +13.9% |
| 1Y | +33.3% | +12.9% | +20.4% | +29.6% |
| All | +162.1% | -2.2% | +164.4% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling