+21.6%
MCD vs JCI
+113.2%
-91.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -2.8% | +3.8% | -6.7% | -3.3% |
| 30D | -6.0% | -5.7% | -0.4% | -5.4% |
| 3M | -5.6% | -1.4% | -4.2% | -5.6% |
| 6M | -21.9% | +4.1% | -26.0% | -22.6% |
| YTD | -14.7% | +21.7% | -36.4% | -17.5% |
| 1Y | -17.3% | +36.1% | -53.4% | -21.5% |
| 3Y | -2.2% | +154.4% | -156.6% | -18.7% |
| All | +21.6% | +113.2% | -91.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling