+47.4%
JHX vs MKC
-18.2%
+65.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +7.2% |
| 7D | +13.3% | +9.6% | +3.7% | +11.5% |
| 30D | +17.1% | +12.0% | +5.1% | +15.0% |
| 3M | +4.1% | -2.0% | +6.1% | +3.7% |
| 6M | +48.5% | +7.2% | +41.3% | +45.6% |
| YTD | +42.3% | -23.7% | +66.0% | +51.5% |
| 1Y | +47.4% | -18.3% | +65.7% | +52.9% |
| All | +47.4% | -18.2% | +65.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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