+47.4%
JHX vs MOD
-33.0%
+80.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -21.4% | +29.7% | +11.1% |
| 7D | +13.3% | -31.3% | +44.6% | +19.0% |
| 30D | +17.1% | -46.1% | +63.3% | +28.6% |
| 3M | +4.1% | -51.1% | +55.2% | +16.1% |
| 6M | +48.5% | -62.1% | +110.5% | +71.2% |
| YTD | +42.3% | -26.2% | +68.4% | +48.2% |
| 1Y | +47.4% | -32.6% | +79.9% | +53.4% |
| All | +47.4% | -33.0% | +80.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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