+101.6%
JHX vs MCO
+393.6%
-292.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | 0.0% |
| 7D | -6.3% | -3.8% | -2.5% | -4.0% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | +19.2% | +7.7% | +11.4% | +13.1% |
| 6M | +38.3% | +7.0% | +31.3% | +31.5% |
| YTD | +37.2% | -6.4% | +43.6% | +40.1% |
| 1Y | +42.3% | -7.6% | +49.9% | +46.2% |
| 3Y | -4.4% | +43.2% | -47.6% | -27.4% |
| 5Y | -26.4% | +29.6% | -55.9% | -41.7% |
| All | +101.6% | +393.6% | -292.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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