+168.0%
JCI vs MXL
+222.8%
-54.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.3% | +1.5% |
| 7D | +0.7% | +18.9% | -18.1% | -1.0% |
| 30D | -4.4% | +0.3% | -4.8% | -4.7% |
| 3M | +1.7% | -8.0% | +9.7% | +0.7% |
| 6M | +8.8% | +341.2% | -332.4% | -14.8% |
| YTD | +22.6% | +327.8% | -305.2% | -3.9% |
| 1Y | +36.2% | +364.9% | -328.7% | +4.6% |
| 3Y | +168.0% | +229.2% | -61.2% | +102.7% |
| All | +168.0% | +222.8% | -54.8% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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