-31.4%
JHX vs MOD
+1,086.9%
-1,118.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | -4.3% |
| 7D | -0.2% | +40.4% | -40.6% | -7.0% |
| 30D | +13.1% | -14.0% | +27.1% | +14.5% |
| 3M | -10.0% | -33.3% | +23.3% | -4.4% |
| 6M | +38.9% | -51.4% | +90.3% | +55.3% |
| YTD | +34.0% | +1.6% | +32.4% | +26.9% |
| 1Y | +66.0% | +5.4% | +60.6% | +55.0% |
| 3Y | -6.2% | +191.0% | -197.2% | -35.9% |
| All | -31.4% | +1,086.9% | -1,118.2% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling