+45.3%
MMM vs JCI
+95.9%
-50.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.4% |
| 7D | +6.2% | -9.4% | +15.6% | +9.8% |
| 30D | +14.2% | -13.4% | +27.6% | +19.8% |
| 3M | +2.9% | -12.4% | +15.3% | +7.1% |
| 6M | +27.6% | -5.1% | +32.7% | +27.5% |
| YTD | +17.3% | +13.7% | +3.5% | +7.7% |
| 1Y | +15.1% | +11.4% | +3.7% | +6.5% |
| 3Y | +157.1% | +175.9% | -18.8% | +56.5% |
| All | +45.3% | +95.9% | -50.6% | -3.2% |
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