+73.4%
JCI vs MULL
+2,561.4%
-2,488.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.8% | -9.9% | +0.8% |
| 7D | +3.8% | +17.3% | -13.5% | +2.2% |
| 30D | -5.7% | +23.5% | -29.2% | -8.0% |
| 3M | -1.4% | -24.0% | +22.6% | -3.1% |
| 6M | +4.1% | +276.7% | -272.6% | -16.8% |
| YTD | +21.7% | +565.1% | -543.3% | -11.2% |
| 1Y | +36.1% | +2,802.6% | -2,766.5% | -21.8% |
| All | +73.4% | +2,561.4% | -2,488.0% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling