+76.3%
MMM vs JCI
+291.9%
-215.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | 0.0% |
| 7D | -0.4% | +3.2% | -3.6% | -1.8% |
| 30D | +12.1% | -8.6% | +20.7% | +15.6% |
| 3M | +1.4% | -7.7% | +9.2% | +3.7% |
| 6M | +26.6% | -2.6% | +29.1% | +25.1% |
| YTD | +16.8% | +17.4% | -0.5% | +5.3% |
| 1Y | +10.1% | +16.9% | -6.8% | -0.7% |
| 3Y | +158.4% | +186.7% | -28.3% | +48.7% |
| 5Y | +43.1% | +95.4% | -52.3% | -3.2% |
| All | +76.3% | +291.9% | -215.5% | -23.9% |
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