+68.6%
MA vs JHX
-27.7%
+96.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.7% | -6.3% | +4.6% | -0.7% |
| 30D | +1.7% | -7.7% | +9.4% | +2.9% |
| 3M | +17.2% | +19.2% | -2.0% | +13.5% |
| 6M | +13.3% | +38.3% | -25.0% | +6.1% |
| YTD | +0.2% | +37.2% | -37.0% | -6.3% |
| 1Y | -2.7% | +42.3% | -45.0% | -10.0% |
| 3Y | +39.1% | -4.4% | +43.5% | +27.7% |
| All | +68.6% | -27.7% | +96.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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