+123.3%
MAR vs JCI
+197.0%
-73.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | +1.0% | +2.9% | -1.9% | 0.0% |
| 30D | +16.2% | -6.9% | +23.2% | +18.3% |
| 3M | +23.1% | -6.3% | +29.3% | +24.7% |
| 6M | +22.0% | +2.6% | +19.4% | +18.6% |
| YTD | +39.2% | +21.8% | +17.4% | +25.0% |
| 1Y | +48.3% | +19.6% | +28.6% | +34.1% |
| All | +123.3% | +197.0% | -73.8% | +44.7% |
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