+117.2%
MPC vs JCI
+27.0%
+90.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.9% | -7.7% |
| 7D | -10.9% | -10.7% | -0.2% | -10.5% |
| 30D | -9.4% | -10.4% | +1.0% | -8.8% |
| 3M | +26.0% | -8.3% | +34.2% | +26.4% |
| 6M | +56.5% | -2.1% | +58.7% | +56.1% |
| YTD | +144.3% | +18.4% | +125.9% | +136.6% |
| 1Y | +117.2% | +27.7% | +89.6% | +107.9% |
| All | +117.2% | +27.0% | +90.2% | +107.9% |
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