-18.3%
MDT vs JCI
+105.2%
-123.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +1.0% | -7.7% | +8.8% | +2.3% |
| 3M | +15.2% | +2.8% | +12.4% | +14.2% |
| 6M | +3.7% | +7.2% | -3.6% | +1.7% |
| YTD | -3.0% | +20.0% | -22.9% | -7.1% |
| 1Y | +2.5% | +33.3% | -30.8% | -4.3% |
| 3Y | +26.5% | +161.3% | -134.9% | -1.5% |
| 5Y | -18.3% | +108.8% | -127.1% | -33.5% |
| All | -18.3% | +105.2% | -123.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling