+27.5%
MCK vs JHX
+53.7%
-26.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.3% |
| 7D | +9.3% | +6.4% | +2.9% | +9.1% |
| 30D | +16.3% | +12.3% | +4.1% | +16.1% |
| 3M | +22.3% | +1.1% | +21.3% | +21.9% |
| 6M | +34.1% | +42.2% | -8.1% | +34.8% |
| YTD | +31.1% | +38.1% | -7.0% | +30.2% |
| 1Y | +27.5% | +54.9% | -27.4% | +25.0% |
| All | +27.5% | +53.7% | -26.2% | +25.0% |
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