+33.0%
MMM vs JCI
+4.8%
+28.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.3% |
| 7D | -2.6% | +2.9% | -5.5% | -2.7% |
| 30D | +17.4% | -6.9% | +24.3% | +17.9% |
| 3M | +3.6% | -6.3% | +9.9% | +3.5% |
| 6M | +33.0% | +2.6% | +30.5% | +32.1% |
| All | +33.0% | +4.8% | +28.2% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling