-41.2%
MP vs JCI
+16.3%
-57.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.8% | +1.8% | +3.4% |
| 7D | -1.6% | -3.4% | +1.8% | +0.6% |
| 30D | -18.2% | -10.1% | -8.1% | -12.5% |
| 3M | -26.1% | -6.8% | -19.4% | -22.8% |
| 6M | -44.0% | +2.0% | -46.0% | -45.2% |
| YTD | -25.3% | +19.2% | -44.5% | -29.6% |
| All | -41.2% | +16.3% | -57.4% | -40.7% |
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