+3,763.3%
MRK vs JCI
+2,355.5%
+1,407.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.9% | +5.1% | -6.0% | -1.8% |
| 30D | +15.5% | -3.8% | +19.3% | +16.1% |
| 3M | +25.1% | +1.9% | +23.2% | +24.2% |
| 6M | +30.1% | +11.2% | +18.9% | +27.0% |
| YTD | +43.1% | +22.9% | +20.2% | +37.2% |
| 1Y | +82.5% | +37.4% | +45.1% | +71.3% |
| 3Y | +49.3% | +167.8% | -118.5% | +23.1% |
| 5Y | +130.3% | +115.0% | +15.2% | +94.5% |
| 10Y | +234.3% | +325.3% | -91.0% | +145.0% |
| All | +3,763.3% | +2,355.5% | +1,407.8% | +1,534.3% |
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