+1,184.1%
MCHP vs JHX
+2,243.5%
-1,059.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | 0.0% | -6.3% | +6.4% | +1.9% |
| 30D | -6.0% | -7.7% | +1.7% | -3.9% |
| 3M | -19.7% | +19.2% | -38.9% | -23.8% |
| 6M | +14.0% | +38.3% | -24.2% | +2.9% |
| YTD | +18.4% | +37.2% | -18.8% | +7.0% |
| 1Y | +17.1% | +42.3% | -25.2% | +4.0% |
| 3Y | +0.7% | -4.4% | +5.1% | -5.4% |
| 5Y | +5.1% | -26.4% | +31.5% | +4.3% |
| 10Y | +206.3% | +106.3% | +100.1% | +128.7% |
| All | +1,184.1% | +2,243.5% | -1,059.4% | +582.6% |
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