+6,923.6%
MCK vs JCI
+2,419.5%
+4,504.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.3% |
| 7D | -2.9% | +0.7% | -3.7% | -3.0% |
| 30D | +0.4% | -4.4% | +4.9% | +1.2% |
| 3M | +12.1% | +1.7% | +10.4% | +11.5% |
| 6M | -5.4% | +8.8% | -14.2% | -7.3% |
| YTD | +7.8% | +22.6% | -14.9% | +3.4% |
| 1Y | +22.9% | +36.2% | -13.3% | +15.6% |
| 3Y | +110.7% | +168.0% | -57.3% | +73.3% |
| 5Y | +346.2% | +113.5% | +232.7% | +277.2% |
| 10Y | +440.1% | +344.3% | +95.8% | +296.7% |
| All | +6,923.6% | +2,419.5% | +4,504.1% | +2,984.8% |
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