+102.7%
MO vs JCI
+111.7%
-9.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +7.1% | -4.4% | +11.6% | +7.4% |
| 3M | -2.0% | +1.7% | -3.6% | -2.2% |
| 6M | +7.3% | +8.8% | -1.5% | +6.4% |
| YTD | +23.5% | +22.6% | +0.8% | +21.2% |
| 1Y | +11.0% | +36.2% | -25.2% | +7.9% |
| 3Y | +95.0% | +168.0% | -73.0% | +71.3% |
| All | +102.7% | +111.7% | -9.0% | +77.1% |
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