+199.5%
MCHP vs JCI
+348.5%
-149.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | -6.0% | -4.4% | -1.6% | -2.9% |
| 3M | -19.7% | +1.7% | -21.4% | -20.3% |
| 6M | +14.0% | +8.8% | +5.2% | +7.7% |
| YTD | +18.4% | +22.6% | -4.2% | +1.6% |
| 1Y | +17.1% | +36.2% | -19.1% | -7.3% |
| 3Y | +0.7% | +168.0% | -167.3% | -51.5% |
| 5Y | +5.1% | +113.5% | -108.4% | -41.5% |
| All | +199.5% | +348.5% | -149.1% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling