+424.9%
MAR vs JCI
+338.7%
+86.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | +0.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -5.7% | -7.7% | +2.1% | -1.6% |
| 3M | -14.6% | +2.8% | -17.4% | -16.8% |
| 6M | +1.3% | +7.2% | -5.9% | -4.3% |
| YTD | +6.7% | +20.0% | -13.3% | -6.3% |
| 1Y | +26.4% | +33.3% | -6.8% | +3.8% |
| 3Y | +64.7% | +161.3% | -96.6% | -12.8% |
| 5Y | +153.1% | +108.8% | +44.3% | +49.6% |
| All | +424.9% | +338.7% | +86.2% | +74.0% |
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