+264.6%
MP vs JCI
+357.2%
-92.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.2% |
| 7D | -3.6% | -5.9% | +2.2% | +0.5% |
| 30D | -21.0% | -10.4% | -10.6% | -14.9% |
| 3M | -33.3% | -6.1% | -27.2% | -30.7% |
| 6M | -45.9% | +1.7% | -47.6% | -47.0% |
| YTD | -27.8% | +18.9% | -46.7% | -36.7% |
| 1Y | -43.2% | +16.1% | -59.3% | -49.3% |
| 3Y | +144.0% | +187.8% | -43.8% | +5.7% |
| 5Y | -6.1% | +103.2% | -109.3% | -49.2% |
| All | +264.6% | +357.2% | -92.6% | +42.5% |
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