+1,617.5%
MCD vs JHX
+2,401.5%
-784.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -2.8% | +1.5% | -4.4% | -3.1% |
| 30D | -6.0% | +7.2% | -13.2% | -7.0% |
| 3M | -5.6% | +29.9% | -35.5% | -9.1% |
| 6M | -21.9% | +35.4% | -57.2% | -25.5% |
| YTD | -14.7% | +46.5% | -61.2% | -19.7% |
| 1Y | -17.3% | +55.5% | -72.8% | -23.0% |
| 3Y | -2.2% | -0.4% | -1.7% | -7.0% |
| 5Y | +20.3% | -23.3% | +43.6% | +16.8% |
| 10Y | +180.7% | +111.1% | +69.6% | +127.3% |
| All | +1,617.5% | +2,401.5% | -784.1% | +933.6% |
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