+54.9%
JHX vs MGY
+10.4%
+44.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.6% | -2.7% |
| 7D | +6.4% | -10.3% | +16.7% | +3.1% |
| 30D | +12.3% | -1.8% | +14.0% | +11.8% |
| 3M | +1.1% | -0.1% | +1.2% | +2.1% |
| 6M | +42.2% | -22.8% | +65.0% | +33.8% |
| YTD | +38.1% | +9.5% | +28.6% | +16.1% |
| 1Y | +54.9% | +12.6% | +42.3% | +30.9% |
| All | +54.9% | +10.4% | +44.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling