+1,010.1%
MDB vs JHX
+124.7%
+885.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -2.8% |
| 7D | -18.0% | +4.5% | -22.5% | -19.4% |
| 30D | -10.7% | -1.2% | -9.5% | -10.3% |
| 3M | +1.0% | +32.8% | -31.8% | -10.3% |
| 6M | +31.6% | +41.2% | -9.6% | +11.8% |
| YTD | -15.2% | +43.9% | -59.1% | -28.6% |
| 1Y | +10.1% | +48.0% | -37.9% | -9.6% |
| 3Y | -5.6% | +1.2% | -6.8% | -18.7% |
| 5Y | -24.5% | -22.6% | -1.9% | -29.2% |
| All | +1,010.1% | +124.7% | +885.4% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling