+205.9%
MCD vs JCI
+299.8%
-93.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.2% |
| 7D | -1.9% | +2.9% | -4.8% | -2.7% |
| 30D | +16.6% | -6.9% | +23.6% | +18.0% |
| 3M | +0.9% | -6.3% | +7.2% | +1.8% |
| 6M | +1.5% | +2.6% | -1.1% | -0.6% |
| YTD | -8.3% | +21.8% | -30.1% | -14.8% |
| 1Y | -8.1% | +19.6% | -27.8% | -14.2% |
| 3Y | +10.3% | +194.9% | -184.6% | -24.4% |
| 5Y | +23.4% | +108.1% | -84.7% | -6.5% |
| 10Y | +205.9% | +307.6% | -101.7% | +60.0% |
| All | +205.9% | +299.8% | -93.8% | +60.0% |
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