+67.0%
MAR vs JCI
+163.4%
-96.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.5% | +4.1% | -4.6% | -1.9% |
| 30D | -4.7% | -3.8% | -0.8% | -3.4% |
| 3M | -15.6% | -1.6% | -14.0% | -15.6% |
| 6M | +1.2% | +9.5% | -8.3% | -3.5% |
| YTD | +7.5% | +21.7% | -14.2% | -2.5% |
| 1Y | +26.6% | +37.1% | -10.5% | +8.5% |
| All | +67.0% | +163.4% | -96.4% | +9.1% |
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