+427.0%
MCK vs JHX
+106.3%
+320.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | -6.3% | +3.4% | -2.1% |
| 30D | +0.4% | -7.7% | +8.2% | +1.4% |
| 3M | +12.1% | +19.2% | -7.1% | +9.1% |
| 6M | -5.4% | +38.3% | -43.7% | -10.5% |
| YTD | +7.8% | +37.2% | -29.4% | +1.9% |
| 1Y | +22.9% | +42.3% | -19.3% | +15.1% |
| 3Y | +110.7% | -4.4% | +115.1% | +96.9% |
| 5Y | +346.2% | -26.4% | +372.6% | +338.3% |
| All | +427.0% | +106.3% | +320.8% | +255.9% |
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