+180.0%
MCD vs JCI
+328.4%
-148.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -2.0% | +5.1% | -7.1% | -3.2% |
| 30D | -6.1% | -3.8% | -2.3% | -5.3% |
| 3M | -7.3% | +1.9% | -9.1% | -8.1% |
| 6M | -20.9% | +11.2% | -32.1% | -23.8% |
| YTD | -14.7% | +22.9% | -37.6% | -20.2% |
| 1Y | -16.1% | +37.4% | -53.5% | -24.2% |
| 3Y | -1.5% | +167.8% | -169.3% | -29.5% |
| 5Y | +20.4% | +115.0% | -94.6% | -9.0% |
| 10Y | +180.0% | +325.3% | -145.3% | +49.1% |
| All | +180.0% | +328.4% | -148.4% | +49.1% |
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 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