+42,373.9%
MCHP vs JCI
+2,494.3%
+39,879.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +1.7% | +3.8% | -2.1% | +0.3% |
| 30D | -4.1% | -5.7% | +1.6% | -2.1% |
| 3M | -22.5% | -1.4% | -21.1% | -21.8% |
| 6M | +7.3% | +4.1% | +3.1% | +6.3% |
| YTD | +18.4% | +21.7% | -3.4% | +10.2% |
| 1Y | +18.1% | +36.1% | -18.0% | +5.4% |
| 3Y | -2.8% | +154.4% | -157.2% | -30.4% |
| 5Y | +5.5% | +112.0% | -106.5% | -19.4% |
| 10Y | +185.8% | +322.2% | -136.4% | +73.6% |
| All | +42,373.9% | +2,494.3% | +39,879.5% | +7,920.7% |
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