+427.0%
MCK vs JCI
+348.5%
+78.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.5% |
| 7D | -2.9% | +0.7% | -3.7% | -3.1% |
| 30D | +0.4% | -4.4% | +4.9% | +1.5% |
| 3M | +12.1% | +1.7% | +10.4% | +11.1% |
| 6M | -5.4% | +8.8% | -14.2% | -8.5% |
| YTD | +7.8% | +22.6% | -14.9% | +0.7% |
| 1Y | +22.9% | +36.2% | -13.3% | +11.1% |
| 3Y | +110.7% | +168.0% | -57.3% | +49.4% |
| 5Y | +346.2% | +113.5% | +232.7% | +235.2% |
| All | +427.0% | +348.5% | +78.5% | +159.6% |
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 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