+2,220.4%
JHX vs MTB
+596.3%
+1,624.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -4.9% | -0.4% | -4.4% | -4.7% |
| 30D | -9.3% | -4.6% | -4.7% | -7.8% |
| 3M | +28.1% | +7.4% | +20.7% | +24.7% |
| 6M | +35.2% | +18.7% | +16.5% | +27.4% |
| YTD | +35.9% | +21.1% | +14.8% | +27.0% |
| 1Y | +42.5% | +24.1% | +18.4% | +31.9% |
| 3Y | -4.5% | +115.3% | -119.8% | -28.3% |
| 5Y | -27.1% | +106.0% | -133.1% | -45.8% |
| 10Y | +104.2% | +171.6% | -67.4% | +30.1% |
| All | +2,220.4% | +596.3% | +1,624.1% | +995.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling