+2,401.5%
JHX vs MOD
+1,109.5%
+1,292.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.7% |
| 7D | +1.5% | +9.6% | -8.1% | -0.3% |
| 30D | +7.2% | 0.0% | +7.1% | +7.0% |
| 3M | +29.9% | -35.4% | +65.3% | +40.2% |
| 6M | +35.4% | -7.3% | +42.6% | +34.9% |
| YTD | +46.5% | +45.8% | +0.7% | +32.3% |
| 1Y | +55.5% | +43.1% | +12.4% | +39.4% |
| 3Y | -0.4% | +297.7% | -298.1% | -31.7% |
| 5Y | -23.3% | +1,478.8% | -1,502.1% | -61.8% |
| 10Y | +111.1% | +1,633.4% | -1,522.3% | -11.6% |
| All | +2,401.5% | +1,109.5% | +1,292.0% | +664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling