+211.3%
MCD vs JCI
+303.0%
-91.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +0.7% |
| 7D | +5.9% | -3.4% | +9.4% | +6.5% |
| 30D | +19.6% | -10.1% | +29.8% | +22.0% |
| 3M | +3.3% | -6.8% | +10.0% | +4.2% |
| 6M | +3.5% | +2.0% | +1.5% | +1.4% |
| YTD | -6.1% | +19.2% | -25.3% | -12.2% |
| 1Y | -3.7% | +16.7% | -20.4% | -9.5% |
| 3Y | +13.4% | +194.3% | -181.0% | -22.4% |
| 5Y | +25.2% | +103.0% | -77.9% | -4.5% |
| 10Y | +211.3% | +301.7% | -90.5% | +64.0% |
| All | +211.3% | +303.0% | -91.8% | +64.0% |
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