+642.2%
MPC vs JCI
+113.2%
+529.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +5.4% | +3.8% | +1.6% | +4.3% |
| 30D | +31.0% | -5.7% | +36.6% | +33.1% |
| 3M | +46.0% | -1.4% | +47.4% | +45.9% |
| 6M | +77.3% | +4.1% | +73.2% | +73.2% |
| YTD | +141.9% | +21.7% | +120.2% | +123.7% |
| 1Y | +120.9% | +36.1% | +84.8% | +95.9% |
| 3Y | +182.7% | +154.4% | +28.3% | +100.0% |
| All | +642.2% | +113.2% | +529.1% | +427.9% |
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 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