-8.1%
MDB vs JHX
-4.5%
-3.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | -1.8% | -6.3% | +4.5% | -0.2% |
| 30D | -17.3% | -7.7% | -9.5% | -15.7% |
| 3M | +2.2% | +19.2% | -17.0% | -2.1% |
| 6M | +33.9% | +38.3% | -4.4% | +21.9% |
| YTD | -13.7% | +37.2% | -50.9% | -21.0% |
| 1Y | +9.1% | +42.3% | -33.2% | -1.9% |
| 3Y | -8.1% | -4.4% | -3.7% | -5.6% |
| All | -8.1% | -4.5% | -3.7% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling