+114.4%
JCI vs MTCH
-73.3%
+187.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | +0.7% | +1.3% | -0.5% | +0.5% |
| 30D | -4.4% | +15.9% | -20.3% | -7.1% |
| 3M | +1.7% | +23.3% | -21.6% | -2.8% |
| 6M | +8.8% | +40.1% | -31.3% | +1.1% |
| YTD | +22.6% | +33.6% | -10.9% | +14.7% |
| 1Y | +36.2% | +14.1% | +22.1% | +31.4% |
| 3Y | +168.0% | +1.4% | +166.6% | +157.5% |
| All | +114.4% | -73.3% | +187.7% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling