+13,542.6%
MA vs JHX
+579.0%
+12,963.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -3.5% | +1.6% | -5.1% | -3.9% |
| 30D | +0.8% | -5.0% | +5.8% | +1.9% |
| 3M | +14.8% | +24.5% | -9.7% | +7.7% |
| 6M | +10.0% | +34.9% | -24.9% | -0.1% |
| YTD | -0.1% | +39.3% | -39.4% | -10.4% |
| 1Y | -2.2% | +48.6% | -50.8% | -14.4% |
| 3Y | +39.3% | -2.0% | +41.3% | +25.6% |
| 5Y | +66.3% | -24.4% | +90.7% | +57.6% |
| 10Y | +513.2% | +109.4% | +403.8% | +316.8% |
| All | +13,542.6% | +579.0% | +12,963.6% | +5,616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling