+186.1%
MAR vs JCI
+106.8%
+79.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.8% |
| 7D | +1.0% | +2.9% | -1.9% | -0.3% |
| 30D | +16.2% | -6.9% | +23.2% | +18.8% |
| 3M | +23.1% | -6.3% | +29.3% | +25.1% |
| 6M | +22.0% | +2.6% | +19.4% | +17.8% |
| YTD | +39.2% | +21.8% | +17.4% | +22.8% |
| 1Y | +48.3% | +19.6% | +28.6% | +31.9% |
| 3Y | +123.4% | +194.9% | -71.6% | +22.1% |
| All | +186.1% | +106.8% | +79.3% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling