+2,220.4%
JHX vs MDY
+1,000.9%
+1,219.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -1.7% |
| 7D | -4.9% | -2.5% | -2.3% | -2.7% |
| 30D | -9.3% | -5.0% | -4.2% | -5.1% |
| 3M | +28.1% | +0.5% | +27.6% | +28.2% |
| 6M | +35.2% | +8.0% | +27.2% | +28.5% |
| YTD | +35.9% | +12.2% | +23.7% | +25.4% |
| 1Y | +42.5% | +14.0% | +28.5% | +29.8% |
| 3Y | -4.5% | +48.2% | -52.6% | -29.3% |
| 5Y | -27.1% | +46.1% | -73.2% | -45.0% |
| 10Y | +104.2% | +173.8% | -69.5% | -4.6% |
| All | +2,220.4% | +1,000.9% | +1,219.6% | +506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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