+1,029.4%
MDB vs JHX
+114.2%
+915.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.5% |
| 7D | -1.8% | -6.3% | +4.5% | +0.7% |
| 30D | -17.3% | -7.7% | -9.5% | -14.7% |
| 3M | +2.2% | +19.2% | -17.0% | -5.1% |
| 6M | +33.9% | +38.3% | -4.4% | +14.4% |
| YTD | -13.7% | +37.2% | -50.9% | -26.1% |
| 1Y | +9.1% | +42.3% | -33.2% | -9.1% |
| 3Y | -8.1% | -4.4% | -3.7% | -19.1% |
| 5Y | -25.9% | -26.4% | +0.5% | -29.2% |
| All | +1,029.4% | +114.2% | +915.2% | +528.5% |
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