+57.4%
MDT vs JCI
+186.2%
-128.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +1.9% |
| 7D | +1.0% | +3.2% | -2.1% | +1.0% |
| 30D | +9.2% | -8.6% | +17.8% | +9.4% |
| 3M | +14.5% | -7.7% | +22.2% | +14.6% |
| 6M | +37.3% | -2.6% | +39.9% | +36.7% |
| YTD | +9.8% | +17.4% | -7.5% | +7.2% |
| 1Y | +10.5% | +16.9% | -6.4% | +7.9% |
| 3Y | +57.4% | +186.7% | -129.3% | +38.8% |
| All | +57.4% | +186.2% | -128.7% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling