-27.2%
JHX vs MKC
-33.0%
+5.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.3% | -1.5% | -4.9% | -6.0% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | +19.2% | +5.2% | +14.0% | +17.2% |
| 6M | +38.3% | -12.8% | +51.1% | +42.5% |
| YTD | +37.2% | -23.3% | +60.5% | +46.1% |
| 1Y | +42.3% | -24.1% | +66.4% | +51.5% |
| 3Y | -4.4% | -32.1% | +27.7% | +4.3% |
| All | -27.2% | -33.0% | +5.8% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling