-3.9%
MCD vs JHX
+44.7%
-48.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.3% | -1.8% | +5.6% |
| 7D | +11.9% | +13.3% | -1.4% | +10.5% |
| 30D | +20.2% | +17.1% | +3.1% | +18.5% |
| 3M | +5.2% | +4.1% | +1.1% | +4.4% |
| 6M | 0.0% | +48.5% | -48.5% | -2.8% |
| YTD | -6.5% | +42.3% | -48.8% | -10.0% |
| 1Y | -3.9% | +47.4% | -51.3% | -7.8% |
| All | -3.9% | +44.7% | -48.6% | -7.8% |
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