-44.8%
MP vs JCI
+11.0%
-55.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +3.2% |
| 7D | -10.5% | -9.4% | -1.1% | -4.7% |
| 30D | -23.5% | -13.4% | -10.1% | -16.2% |
| 3M | -25.4% | -12.4% | -13.1% | -18.9% |
| 6M | -51.3% | -5.1% | -46.1% | -49.9% |
| YTD | -29.9% | +13.7% | -43.6% | -32.0% |
| All | -44.8% | +11.0% | -55.8% | -42.7% |
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