+7,983.2%
MDT vs JCI
+2,331.5%
+5,651.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +3.2% | +3.8% | -0.6% | +2.5% |
| 30D | +9.5% | -5.7% | +15.2% | +10.6% |
| 3M | +16.0% | -1.4% | +17.4% | +15.8% |
| 6M | +0.2% | +4.1% | -3.9% | -1.1% |
| YTD | -0.3% | +21.7% | -22.0% | -4.7% |
| 1Y | +4.7% | +36.1% | -31.4% | -2.2% |
| 3Y | +26.5% | +154.4% | -127.9% | +3.4% |
| 5Y | -18.2% | +112.0% | -130.2% | -31.5% |
| 10Y | +40.0% | +322.2% | -282.2% | +1.6% |
| All | +7,983.2% | +2,331.5% | +5,651.7% | +3,169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling