+109.4%
JHX vs MOD
+1,486.8%
-1,377.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.5% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | -5.0% | -2.6% | -2.4% | -4.6% |
| 3M | +24.5% | -33.1% | +57.6% | +33.3% |
| 6M | +34.9% | -7.5% | +42.4% | +34.6% |
| YTD | +39.3% | +39.3% | 0.0% | +27.5% |
| 1Y | +48.6% | +34.3% | +14.3% | +35.4% |
| 3Y | -2.0% | +296.2% | -298.2% | -32.0% |
| 5Y | -24.4% | +1,504.6% | -1,529.0% | -61.2% |
| 10Y | +109.4% | +1,511.5% | -1,402.1% | -11.3% |
| All | +109.4% | +1,486.8% | -1,377.3% | -11.3% |
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