+8.6%
MCD vs JCI
+186.2%
-177.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -1.6% | +3.2% | -4.8% | -1.6% |
| 30D | +14.1% | -8.6% | +22.7% | +14.0% |
| 3M | +0.6% | -7.7% | +8.4% | +0.5% |
| 6M | 0.0% | -2.6% | +2.6% | -0.3% |
| YTD | -9.3% | +17.4% | -26.6% | -10.5% |
| 1Y | -9.3% | +16.9% | -26.2% | -10.6% |
| 3Y | +8.6% | +186.7% | -178.1% | -0.5% |
| All | +8.6% | +186.2% | -177.6% | -0.5% |
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