+1,106.2%
MPC vs JCI
+303.0%
+803.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.2% | +1.9% |
| 7D | -9.4% | -3.4% | -6.0% | -7.6% |
| 30D | -14.3% | -10.1% | -4.2% | -9.8% |
| 3M | +31.1% | -6.8% | +37.9% | +34.4% |
| 6M | +60.3% | +2.0% | +58.3% | +54.0% |
| YTD | +142.5% | +19.2% | +123.3% | +108.8% |
| 1Y | +104.6% | +16.7% | +87.8% | +77.9% |
| 3Y | +191.7% | +194.3% | -2.6% | +31.0% |
| 5Y | +549.2% | +103.0% | +446.2% | +263.8% |
| 10Y | +1,106.2% | +301.7% | +804.5% | +233.7% |
| All | +1,106.2% | +303.0% | +803.2% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling