+6,169.9%
MU vs JCI
+323.6%
+5,846.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.5% |
| 7D | +7.5% | +4.1% | +3.4% | +4.3% |
| 30D | +19.4% | -3.8% | +23.2% | +22.7% |
| 3M | +9.8% | -1.6% | +11.5% | +12.8% |
| 6M | +164.1% | +9.5% | +154.6% | +152.3% |
| YTD | +260.3% | +21.7% | +238.6% | +216.6% |
| 1Y | +661.2% | +37.1% | +624.0% | +517.4% |
| 3Y | +1,380.8% | +165.2% | +1,215.7% | +669.1% |
| 5Y | +1,346.4% | +110.3% | +1,236.1% | +756.9% |
| 10Y | +6,169.9% | +341.0% | +5,828.9% | +1,961.2% |
| All | +6,169.9% | +323.6% | +5,846.4% | +1,961.2% |
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