+104.7%
MPC vs JCI
+19.3%
+85.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.3% |
| 30D | -12.2% | -6.9% | -5.2% | -12.0% |
| 3M | +20.1% | -6.3% | +26.4% | +20.1% |
| 6M | +60.6% | +2.6% | +58.0% | +59.4% |
| YTD | +150.6% | +21.8% | +128.8% | +142.0% |
| 1Y | +104.7% | +19.6% | +85.0% | +101.2% |
| All | +104.7% | +19.3% | +85.4% | +101.2% |
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