Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MDT vs JCI✓SelectedUSD · JCIMDT vs JCI performance historyLatest closeAs of-0.72%09/11
Stock and ETF performance explorer

MDT vs JCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+37.0%
JCI return
+348.5%
Excess return
-311.5%
Maximum drawdown
-45.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJCIExcessAlpha
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