+48.6%
JHX vs MOD
+34.0%
+14.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +33.9% |
| 6M | +34.9% | -7.5% | +42.4% | +34.1% |
| YTD | +39.3% | +39.3% | 0.0% | +30.7% |
| 1Y | +48.6% | +34.3% | +14.3% | +41.0% |
| All | +48.6% | +34.0% | +14.6% | +41.0% |
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