+498.8%
MAR vs JCI
+291.9%
+206.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.8% |
| 7D | +1.6% | +3.2% | -1.6% | -0.2% |
| 30D | +13.8% | -8.6% | +22.4% | +18.1% |
| 3M | +20.3% | -7.7% | +28.0% | +23.6% |
| 6M | +21.3% | -2.6% | +23.9% | +19.3% |
| YTD | +37.2% | +17.4% | +19.8% | +19.8% |
| 1Y | +48.4% | +16.9% | +31.5% | +29.8% |
| 3Y | +120.1% | +186.7% | -66.6% | +7.3% |
| 5Y | +182.1% | +95.4% | +86.7% | +71.0% |
| All | +498.8% | +291.9% | +206.9% | +99.2% |
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