-15.6%
JHX vs MNDY
-49.8%
+34.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -6.3% | -4.6% | -1.7% | -5.9% |
| 30D | -7.7% | +1.0% | -8.8% | -8.1% |
| 3M | +19.2% | +9.1% | +10.0% | +17.4% |
| 6M | +38.3% | +14.2% | +24.1% | +34.6% |
| YTD | +37.2% | -41.1% | +78.4% | +43.3% |
| 1Y | +42.3% | -54.7% | +97.0% | +52.6% |
| 3Y | -4.4% | -50.6% | +46.2% | -2.0% |
| 5Y | -26.4% | -76.7% | +50.3% | -28.8% |
| All | -15.6% | -49.8% | +34.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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