+70.8%
JCI vs MULL
+2,366.2%
-2,295.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.9% | -0.6% |
| 7D | +0.4% | +3.6% | -3.2% | 0.0% |
| 30D | -7.7% | +22.0% | -29.7% | -9.9% |
| 3M | +2.8% | -8.6% | +11.4% | -0.3% |
| 6M | +7.2% | +248.5% | -241.3% | -13.6% |
| YTD | +20.0% | +516.3% | -496.3% | -12.0% |
| 1Y | +33.3% | +2,036.6% | -2,003.4% | -20.2% |
| All | +70.8% | +2,366.2% | -2,295.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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