+55.5%
JHX vs MTB
+23.4%
+32.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +1.5% | +1.7% | -0.2% | +0.3% |
| 30D | +7.2% | -4.2% | +11.3% | +10.3% |
| 3M | +29.9% | +8.9% | +21.1% | +21.6% |
| 6M | +35.4% | +10.9% | +24.5% | +23.4% |
| YTD | +46.5% | +21.5% | +25.0% | +28.2% |
| 1Y | +55.5% | +21.9% | +33.6% | +24.7% |
| All | +55.5% | +23.4% | +32.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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