+67.1%
JCI vs MULL
+1,230.7%
-1,163.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.7% |
| 7D | +3.2% | +24.5% | -21.3% | +0.6% |
| 30D | -8.6% | -35.5% | +26.9% | -5.6% |
| 3M | -7.7% | -44.8% | +37.0% | -4.1% |
| 6M | -2.6% | -45.5% | +42.9% | -3.8% |
| YTD | +17.4% | +232.5% | -215.2% | -9.9% |
| 1Y | +16.9% | +343.3% | -326.3% | -14.8% |
| All | +67.1% | +1,230.7% | -1,163.5% | -9.0% |
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