+37.0%
MDT vs JCI
+348.5%
-311.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.4% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +0.2% | -4.4% | +4.7% | +1.5% |
| 3M | +14.3% | +1.7% | +12.6% | +12.9% |
| 6M | +4.0% | +8.8% | -4.8% | +0.2% |
| YTD | -3.7% | +22.6% | -26.3% | -11.2% |
| 1Y | -0.4% | +36.2% | -36.6% | -11.8% |
| 3Y | +23.3% | +168.0% | -144.7% | -17.5% |
| 5Y | -18.9% | +113.5% | -132.3% | -42.0% |
| All | +37.0% | +348.5% | -311.5% | -35.4% |
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