+49.0%
MRK vs JCI
+163.4%
-114.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -2.7% | +4.1% | -6.8% | -2.9% |
| 30D | +12.7% | -3.8% | +16.5% | +12.9% |
| 3M | +24.2% | -1.6% | +25.9% | +24.1% |
| 6M | +27.8% | +9.5% | +18.3% | +26.1% |
| YTD | +42.2% | +21.7% | +20.5% | +39.2% |
| 1Y | +80.2% | +37.1% | +43.1% | +74.5% |
| All | +49.0% | +163.4% | -114.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling