+70.1%
MDT vs JCI
+291.9%
-221.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.5% |
| 7D | +1.0% | +3.2% | -2.1% | +0.1% |
| 30D | +9.2% | -8.6% | +17.8% | +11.2% |
| 3M | +14.5% | -7.7% | +22.2% | +15.9% |
| 6M | +37.3% | -2.6% | +39.9% | +35.7% |
| YTD | +9.8% | +17.4% | -7.5% | +1.4% |
| 1Y | +10.5% | +16.9% | -6.4% | +2.1% |
| 3Y | +57.4% | +186.7% | -129.3% | +0.7% |
| 5Y | +1.2% | +95.4% | -94.2% | -26.0% |
| All | +70.1% | +291.9% | -221.7% | -20.8% |
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 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