-19.3%
MP vs JCI
+103.8%
-123.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +3.0% |
| 7D | +11.0% | +8.4% | +2.6% | +4.9% |
| 30D | -11.7% | -8.9% | -2.8% | -5.9% |
| 3M | -30.8% | -6.4% | -24.3% | -27.8% |
| 6M | -42.9% | +1.6% | -44.5% | -44.1% |
| YTD | -25.9% | +20.1% | -45.9% | -35.9% |
| 1Y | -37.3% | +17.2% | -54.5% | -44.8% |
| 3Y | +150.7% | +190.7% | -40.1% | +0.3% |
| 5Y | -19.3% | +99.9% | -119.2% | -54.7% |
| All | -19.3% | +103.8% | -123.1% | -54.7% |
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 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