+27.0%
MMM vs JCI
+119.7%
-92.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -1.6% | +5.1% | -6.7% | -3.6% |
| 30D | -8.0% | -3.8% | -4.2% | -6.6% |
| 3M | +9.4% | +1.9% | +7.5% | +7.9% |
| 6M | +10.2% | +11.2% | -1.0% | +4.2% |
| YTD | +6.1% | +22.9% | -16.8% | -4.4% |
| 1Y | +10.8% | +37.4% | -26.6% | -5.4% |
| 3Y | +104.8% | +167.8% | -63.0% | +28.2% |
| 5Y | +27.0% | +115.0% | -88.0% | -16.1% |
| All | +27.0% | +119.7% | -92.6% | -16.1% |
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