+4,271.9%
MU vs JCI
+303.0%
+3,968.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.8% | +1.5% | +2.5% |
| 7D | -12.0% | -3.4% | -8.6% | -8.9% |
| 30D | -28.7% | -10.1% | -18.6% | -21.9% |
| 3M | -16.4% | -6.8% | -9.7% | -11.3% |
| 6M | -1.8% | +2.0% | -3.8% | -0.7% |
| YTD | +157.1% | +19.2% | +137.9% | +131.1% |
| 1Y | +208.5% | +16.7% | +191.8% | +182.5% |
| 3Y | +906.2% | +194.3% | +711.8% | +389.7% |
| 5Y | +893.4% | +103.0% | +790.4% | +506.6% |
| 10Y | +4,271.9% | +301.7% | +3,970.1% | +1,349.3% |
| All | +4,271.9% | +303.0% | +3,968.8% | +1,349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling