+35.4%
JHX vs MOD
-10.4%
+45.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.5% |
| 7D | +1.5% | +9.6% | -8.1% | -0.8% |
| 30D | +7.2% | 0.0% | +7.1% | +7.0% |
| 3M | +29.9% | -35.4% | +65.3% | +45.8% |
| 6M | +35.4% | -7.3% | +42.6% | +24.8% |
| All | +35.4% | -10.4% | +45.7% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling