+17,245.8%
MO vs JCI
+2,244.0%
+15,001.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | +3.3% | +3.2% | +0.1% | +2.9% |
| 30D | +7.5% | -8.6% | +16.1% | +8.5% |
| 3M | +22.8% | -7.7% | +30.5% | +23.6% |
| 6M | +13.4% | -2.6% | +15.9% | +12.8% |
| YTD | +43.0% | +17.4% | +25.6% | +38.5% |
| 1Y | +45.2% | +16.9% | +28.3% | +40.7% |
| 3Y | +145.5% | +186.7% | -41.2% | +106.7% |
| 5Y | +157.1% | +95.4% | +61.7% | +126.3% |
| 10Y | +153.3% | +292.7% | -139.4% | +99.4% |
| All | +17,245.8% | +2,244.0% | +15,001.8% | +7,394.1% |
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 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