+2,220.4%
JHX vs MKC
+664.6%
+1,555.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -4.9% | -2.8% | -2.0% | -3.8% |
| 30D | -9.3% | -3.4% | -5.9% | -8.2% |
| 3M | +28.1% | +3.8% | +24.3% | +25.3% |
| 6M | +35.2% | -17.9% | +53.1% | +44.7% |
| YTD | +35.9% | -23.6% | +59.5% | +49.1% |
| 1Y | +42.5% | -23.1% | +65.6% | +55.1% |
| 3Y | -4.5% | -31.5% | +27.0% | +7.2% |
| 5Y | -27.1% | -33.1% | +6.0% | -19.3% |
| 10Y | +104.2% | +29.3% | +74.9% | +64.4% |
| All | +2,220.4% | +664.6% | +1,555.9% | +928.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling