+72.1%
MA vs JCI
+174.6%
-102.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | +2.3% | -9.4% | +11.7% | +3.6% |
| 30D | +14.7% | -13.4% | +28.1% | +16.8% |
| 3M | +13.5% | -12.4% | +25.9% | +15.3% |
| 6M | +33.1% | -5.1% | +38.3% | +32.7% |
| YTD | +15.1% | +13.7% | +1.3% | +8.4% |
| 1Y | +18.7% | +11.4% | +7.3% | +12.5% |
| 3Y | +72.1% | +175.9% | -103.8% | +30.6% |
| All | +72.1% | +174.6% | -102.5% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling