+2,968.0%
MPC vs JCI
+761.9%
+2,206.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.8% |
| 7D | -16.2% | -9.4% | -6.8% | -11.3% |
| 30D | -15.7% | -13.4% | -2.3% | -9.3% |
| 3M | +24.9% | -12.4% | +37.3% | +32.8% |
| 6M | +52.7% | -5.1% | +57.8% | +52.8% |
| YTD | +131.9% | +13.7% | +118.1% | +104.6% |
| 1Y | +96.6% | +11.4% | +85.2% | +75.3% |
| 3Y | +163.8% | +175.9% | -12.1% | +24.2% |
| 5Y | +533.1% | +98.4% | +434.7% | +255.2% |
| 10Y | +1,118.6% | +311.2% | +807.5% | +282.4% |
| All | +2,968.0% | +761.9% | +2,206.1% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling