+66.6%
JHX vs MOD
-33.2%
+99.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.6% |
| 7D | -3.7% | +8.2% | -11.9% | -4.8% |
| 30D | +14.8% | -38.2% | +53.0% | +23.4% |
| 3M | -8.5% | -46.2% | +37.7% | +0.7% |
| 6M | +39.2% | -62.5% | +101.8% | +62.9% |
| YTD | +37.0% | -20.1% | +57.1% | +40.9% |
| 1Y | +66.6% | -29.7% | +96.3% | +72.0% |
| All | +66.6% | -33.2% | +99.8% | +72.0% |
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