+58.1%
MP vs JCI
+113.2%
-55.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | 0.0% |
| 7D | -2.9% | +3.8% | -6.7% | -5.5% |
| 30D | +13.8% | -5.7% | +19.5% | +18.4% |
| 3M | -16.7% | -1.4% | -15.3% | -16.1% |
| 6M | -11.5% | +4.1% | -15.6% | -14.3% |
| YTD | +7.9% | +21.7% | -13.8% | -7.3% |
| 1Y | -15.0% | +36.1% | -51.2% | -33.2% |
| 3Y | +153.5% | +154.4% | -0.9% | +14.1% |
| All | +58.1% | +113.2% | -55.0% | -17.6% |
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