+2,243.5%
JHX vs MTCH
+798.4%
+1,445.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -6.3% | +1.3% | -7.6% | -6.6% |
| 30D | -7.7% | +15.9% | -23.6% | -10.9% |
| 3M | +19.2% | +23.3% | -4.1% | +13.4% |
| 6M | +38.3% | +40.1% | -1.9% | +27.9% |
| YTD | +37.2% | +33.6% | +3.6% | +27.9% |
| 1Y | +42.3% | +14.1% | +28.2% | +37.0% |
| 3Y | -4.4% | +1.4% | -5.8% | -7.6% |
| 5Y | -26.4% | -73.1% | +46.8% | -9.8% |
| 10Y | +106.3% | +204.8% | -98.5% | +40.7% |
| All | +2,243.5% | +798.4% | +1,445.1% | +1,254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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