-13.1%
MP vs JCI
+36.8%
-49.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.3% |
| 7D | -2.9% | +3.8% | -6.7% | -4.9% |
| 30D | +13.8% | -5.7% | +19.5% | +17.5% |
| 3M | -16.7% | -1.4% | -15.3% | -16.4% |
| 6M | -11.5% | +4.1% | -15.6% | -15.1% |
| YTD | +7.9% | +21.7% | -13.8% | +2.3% |
| All | -13.1% | +36.8% | -49.9% | -16.2% |
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