-27.2%
JHX vs MTB
+104.1%
-131.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -7.7% | -4.8% | -2.9% | -5.8% |
| 3M | +19.2% | +6.0% | +13.2% | +16.1% |
| 6M | +38.3% | +19.6% | +18.7% | +28.5% |
| YTD | +37.2% | +21.5% | +15.7% | +26.6% |
| 1Y | +42.3% | +24.7% | +17.6% | +29.7% |
| 3Y | -4.4% | +108.6% | -113.0% | -29.8% |
| All | -27.2% | +104.1% | -131.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling