+568.4%
MA vs JCI
+298.2%
+270.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +1.8% | -5.9% | +7.7% | +4.0% |
| 30D | +11.8% | -10.4% | +22.2% | +16.0% |
| 3M | +17.2% | -6.1% | +23.3% | +18.6% |
| 6M | +33.4% | +1.7% | +31.7% | +28.8% |
| YTD | +16.1% | +18.9% | -2.7% | +2.8% |
| 1Y | +19.9% | +16.1% | +3.8% | +7.3% |
| 3Y | +70.1% | +187.8% | -117.7% | -7.6% |
| 5Y | +89.6% | +103.2% | -13.6% | +21.3% |
| 10Y | +568.4% | +288.2% | +280.2% | +155.8% |
| All | +568.4% | +298.2% | +270.2% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling