+6,475.2%
MCD vs JCI
+2,171.6%
+4,303.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.0% |
| 7D | +7.1% | -9.4% | +16.5% | +8.6% |
| 30D | +19.8% | -13.4% | +33.2% | +22.1% |
| 3M | +0.8% | -12.4% | +13.2% | +2.4% |
| 6M | -1.3% | -5.1% | +3.8% | -1.3% |
| YTD | -7.8% | +13.7% | -21.5% | -10.7% |
| 1Y | -5.0% | +11.4% | -16.4% | -7.7% |
| 3Y | +10.5% | +175.9% | -165.3% | -8.7% |
| 5Y | +22.0% | +98.4% | -76.4% | +5.3% |
| 10Y | +216.7% | +311.2% | -94.5% | +139.6% |
| All | +6,475.2% | +2,171.6% | +4,303.6% | +2,618.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling