-1.5%
MCD vs JCI
+155.6%
-157.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -2.8% | +3.8% | -6.7% | -2.9% |
| 30D | -6.0% | -5.7% | -0.4% | -5.9% |
| 3M | -5.6% | -1.4% | -4.2% | -5.6% |
| 6M | -21.9% | +4.1% | -26.0% | -22.1% |
| YTD | -14.7% | +21.7% | -36.4% | -15.8% |
| 1Y | -17.3% | +36.1% | -53.4% | -19.0% |
| All | -1.5% | +155.6% | -157.1% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling