+121.5%
JHX vs MOD
+915.9%
-794.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.8% |
| 7D | -3.7% | +8.2% | -11.9% | -5.2% |
| 30D | +14.8% | -38.2% | +53.0% | +24.1% |
| 3M | -8.5% | -46.2% | +37.7% | +1.1% |
| 6M | +39.2% | -62.5% | +101.8% | +62.9% |
| YTD | +37.0% | -20.1% | +57.1% | +37.0% |
| 1Y | +66.6% | -29.7% | +96.3% | +69.6% |
| 3Y | -2.7% | +136.2% | -138.9% | -26.6% |
| 5Y | -26.3% | +820.4% | -846.6% | -58.7% |
| 10Y | +121.5% | +839.8% | -718.3% | +4.6% |
| All | +121.5% | +915.9% | -794.4% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling