+73.1%
MA vs JCI
+113.2%
-40.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | -2.7% | +3.8% | -6.5% | -3.9% |
| 30D | +1.5% | -5.7% | +7.2% | +3.3% |
| 3M | +20.4% | -1.4% | +21.8% | +20.2% |
| 6M | +11.1% | +4.1% | +7.0% | +8.0% |
| YTD | +2.0% | +21.7% | -19.8% | -7.3% |
| 1Y | -2.2% | +36.1% | -38.3% | -15.3% |
| 3Y | +41.9% | +154.4% | -112.5% | -8.5% |
| All | +73.1% | +113.2% | -40.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling