+10.5%
MCD vs JCI
+174.6%
-164.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.5% |
| 7D | +7.1% | -9.4% | +16.5% | +7.0% |
| 30D | +19.8% | -13.4% | +33.2% | +19.7% |
| 3M | +0.8% | -12.4% | +13.2% | +0.8% |
| 6M | -1.3% | -5.1% | +3.8% | -1.7% |
| YTD | -7.8% | +13.7% | -21.5% | -9.1% |
| 1Y | -5.0% | +11.4% | -16.4% | -6.2% |
| 3Y | +10.5% | +175.9% | -165.3% | -0.8% |
| All | +10.5% | +174.6% | -164.1% | -0.8% |
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