+55.5%
JHX vs MGY
+15.5%
+40.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.2% |
| 7D | +1.5% | +2.1% | -0.6% | +2.1% |
| 30D | +7.2% | +13.8% | -6.6% | +10.7% |
| 3M | +29.9% | -4.3% | +34.2% | +29.4% |
| 6M | +35.4% | -5.1% | +40.4% | +31.1% |
| YTD | +46.5% | +24.8% | +21.7% | +34.1% |
| 1Y | +55.5% | +11.8% | +43.7% | +40.3% |
| All | +55.5% | +15.5% | +40.0% | +40.3% |
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