+108.8%
JCI vs MXL
+29.7%
+79.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.1% |
| 7D | +0.4% | +16.6% | -16.2% | -1.5% |
| 30D | -7.7% | +0.5% | -8.2% | -8.2% |
| 3M | +2.8% | -3.6% | +6.4% | +0.8% |
| 6M | +7.2% | +328.0% | -320.8% | -20.2% |
| YTD | +20.0% | +297.8% | -277.9% | -10.1% |
| 1Y | +33.3% | +339.4% | -306.2% | -2.7% |
| 3Y | +161.3% | +201.7% | -40.4% | +85.3% |
| 5Y | +108.8% | +32.8% | +76.0% | +63.6% |
| All | +108.8% | +29.7% | +79.0% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling