-34.6%
MP vs JCI
+27.0%
-61.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.3% | +1.2% | -1.4% |
| 7D | -12.5% | -10.7% | -1.9% | -6.6% |
| 30D | -23.3% | -10.4% | -12.9% | -18.3% |
| 3M | -24.4% | -8.3% | -16.1% | -20.5% |
| 6M | -45.8% | -2.1% | -43.6% | -45.3% |
| YTD | -28.9% | +18.4% | -47.3% | -31.1% |
| 1Y | -34.6% | +27.7% | -62.2% | -38.1% |
| All | -34.6% | +27.0% | -61.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling