+3,168.2%
MAR vs JCI
+397.5%
+2,770.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.6% |
| 30D | +13.8% | -8.6% | +22.4% | +16.4% |
| 3M | +20.3% | -7.7% | +28.0% | +22.3% |
| 6M | +21.3% | -2.6% | +23.9% | +20.6% |
| YTD | +37.2% | +17.4% | +19.8% | +28.2% |
| 1Y | +48.4% | +16.9% | +31.5% | +38.8% |
| 3Y | +120.1% | +186.7% | -66.6% | +54.5% |
| 5Y | +182.1% | +95.4% | +86.7% | +120.8% |
| 10Y | +530.2% | +292.7% | +237.5% | +300.5% |
| All | +3,168.2% | +397.5% | +2,770.7% | +1,403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling