+505.6%
MA vs JCI
+328.4%
+177.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -1.8% | +5.1% | -6.9% | -3.9% |
| 30D | +1.4% | -3.8% | +5.2% | +2.9% |
| 3M | +17.7% | +1.9% | +15.9% | +15.8% |
| 6M | +9.7% | +11.2% | -1.5% | +2.5% |
| YTD | +0.5% | +22.9% | -22.5% | -11.0% |
| 1Y | -2.1% | +37.4% | -39.4% | -18.3% |
| 3Y | +40.1% | +167.8% | -127.7% | -19.0% |
| 5Y | +67.5% | +115.0% | -47.5% | +6.1% |
| 10Y | +505.6% | +325.3% | +180.3% | +137.3% |
| All | +505.6% | +328.4% | +177.2% | +137.3% |
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