+110.9%
MO vs JCI
+348.5%
-237.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +7.1% | -4.4% | +11.6% | +8.1% |
| 3M | -2.0% | +1.7% | -3.6% | -2.7% |
| 6M | +7.3% | +8.8% | -1.5% | +4.4% |
| YTD | +23.5% | +22.6% | +0.8% | +16.6% |
| 1Y | +11.0% | +36.2% | -25.2% | +1.9% |
| 3Y | +95.0% | +168.0% | -73.0% | +44.8% |
| 5Y | +100.6% | +113.5% | -12.8% | +56.4% |
| All | +110.9% | +348.5% | -237.7% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling