+13,824.2%
MA vs JCI
+415.7%
+13,408.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -2.7% | +3.8% | -6.5% | -4.3% |
| 30D | +1.5% | -5.7% | +7.2% | +3.9% |
| 3M | +20.4% | -1.4% | +21.8% | +20.1% |
| 6M | +11.1% | +4.1% | +7.0% | +7.0% |
| YTD | +2.0% | +21.7% | -19.8% | -9.0% |
| 1Y | -2.2% | +36.1% | -38.3% | -17.4% |
| 3Y | +41.9% | +154.4% | -112.5% | -12.8% |
| 5Y | +75.4% | +112.0% | -36.7% | +15.1% |
| 10Y | +527.5% | +322.2% | +205.3% | +186.6% |
| All | +13,824.2% | +415.7% | +13,408.4% | +3,350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling