-16.0%
MCD vs JHX
+43.8%
-59.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.2% | -6.3% | +5.1% | -0.9% |
| 30D | -7.8% | -7.7% | 0.0% | -7.4% |
| 3M | -10.7% | +19.2% | -29.9% | -11.5% |
| 6M | -21.3% | +38.3% | -59.5% | -22.8% |
| YTD | -15.8% | +37.2% | -53.0% | -17.7% |
| 1Y | -16.0% | +42.3% | -58.3% | -18.4% |
| All | -16.0% | +43.8% | -59.8% | -18.4% |
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