+3,099.6%
MMM vs JCI
+2,171.6%
+928.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | +6.2% | -9.4% | +15.6% | +8.4% |
| 30D | +14.2% | -13.4% | +27.6% | +17.5% |
| 3M | +2.9% | -12.4% | +15.3% | +5.5% |
| 6M | +27.6% | -5.1% | +32.7% | +27.9% |
| YTD | +17.3% | +13.7% | +3.5% | +12.6% |
| 1Y | +15.1% | +11.4% | +3.7% | +11.0% |
| 3Y | +157.1% | +175.9% | -18.8% | +100.7% |
| 5Y | +45.1% | +98.4% | -53.3% | +20.9% |
| 10Y | +83.9% | +311.2% | -227.3% | +29.8% |
| All | +3,099.6% | +2,171.6% | +928.0% | +1,251.4% |
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