+2,812.9%
MMM vs JCI
+2,331.5%
+481.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -3.3% | +3.8% | -7.1% | -4.2% |
| 30D | -7.0% | -5.7% | -1.4% | -5.8% |
| 3M | +10.8% | -1.4% | +12.2% | +10.9% |
| 6M | +5.8% | +4.1% | +1.6% | +4.3% |
| YTD | +6.8% | +21.7% | -15.0% | +1.4% |
| 1Y | +10.4% | +36.1% | -25.8% | +2.1% |
| 3Y | +104.7% | +154.4% | -49.7% | +63.4% |
| 5Y | +23.6% | +112.0% | -88.5% | +1.9% |
| 10Y | +54.1% | +322.2% | -268.1% | +8.5% |
| All | +2,812.9% | +2,331.5% | +481.4% | +1,117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling