-17.3%
MCD vs JHX
+56.2%
-73.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.6% |
| 7D | -2.8% | +1.5% | -4.4% | -2.9% |
| 30D | -6.0% | +7.2% | -13.2% | -6.3% |
| 3M | -5.6% | +29.9% | -35.5% | -6.7% |
| 6M | -21.9% | +35.4% | -57.2% | -23.4% |
| YTD | -14.7% | +46.5% | -61.2% | -16.8% |
| 1Y | -17.3% | +55.5% | -72.8% | -19.3% |
| All | -17.3% | +56.2% | -73.5% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling