+199.5%
MCHP vs JHX
+106.3%
+93.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | 0.0% | -6.3% | +6.4% | +2.8% |
| 30D | -6.0% | -7.7% | +1.7% | -3.0% |
| 3M | -19.7% | +19.2% | -38.9% | -25.7% |
| 6M | +14.0% | +38.3% | -24.2% | -2.0% |
| YTD | +18.4% | +37.2% | -18.8% | +1.9% |
| 1Y | +17.1% | +42.3% | -25.2% | -1.9% |
| 3Y | +0.7% | -4.4% | +5.1% | -10.8% |
| 5Y | +5.1% | -26.4% | +31.5% | +2.0% |
| All | +199.5% | +106.3% | +93.2% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling