+14.0%
MMM vs JCI
+19.3%
-5.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.6% |
| 7D | -2.6% | +2.9% | -5.5% | -3.0% |
| 30D | +17.4% | -6.9% | +24.3% | +18.6% |
| 3M | +3.6% | -6.3% | +9.9% | +4.3% |
| 6M | +33.0% | +2.6% | +30.5% | +30.1% |
| YTD | +19.6% | +21.8% | -2.2% | +13.4% |
| 1Y | +14.0% | +19.6% | -5.6% | +9.7% |
| All | +14.0% | +19.3% | -5.2% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling