+14.5%
MDB vs JHX
+56.2%
-41.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.5% |
| 7D | -17.4% | +1.5% | -19.0% | -17.6% |
| 30D | -2.0% | +7.2% | -9.2% | -2.9% |
| 3M | -3.0% | +29.9% | -32.9% | -5.5% |
| 6M | +48.7% | +35.4% | +13.3% | +44.1% |
| YTD | -12.1% | +46.5% | -58.6% | -13.3% |
| 1Y | +14.5% | +55.5% | -41.0% | +11.9% |
| All | +14.5% | +56.2% | -41.7% | +11.9% |
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 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