+73.4%
JCI vs MULL
+2,620.5%
-2,547.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.5% |
| 7D | +4.1% | +14.8% | -10.7% | +2.6% |
| 30D | -3.8% | +36.6% | -40.4% | -7.1% |
| 3M | -1.6% | -8.9% | +7.2% | -4.5% |
| 6M | +9.5% | +311.9% | -302.4% | -13.2% |
| YTD | +21.7% | +579.8% | -558.1% | -11.5% |
| 1Y | +37.1% | +2,421.5% | -2,384.4% | -19.4% |
| All | +73.4% | +2,620.5% | -2,547.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling