-13.9%
MP vs JCI
+108.1%
-122.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | -1.0% |
| 7D | +2.3% | +2.9% | -0.6% | +0.3% |
| 30D | -15.3% | -6.9% | -8.3% | -11.0% |
| 3M | -33.5% | -6.3% | -27.2% | -30.7% |
| 6M | -45.5% | +2.6% | -48.1% | -47.0% |
| YTD | -27.3% | +21.8% | -49.1% | -37.8% |
| 1Y | -40.7% | +19.6% | -60.3% | -48.6% |
| 3Y | +145.9% | +194.9% | -49.1% | -3.5% |
| 5Y | -13.9% | +108.1% | -122.0% | -52.3% |
| All | -13.9% | +108.1% | -122.0% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling