-1.6%
MDLN vs JHX
+45.9%
-47.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +8.3% | +10.1% | +16.3% |
| 7D | +24.7% | +13.3% | +11.4% | +21.6% |
| 30D | +12.7% | +17.1% | -4.4% | +9.3% |
| 3M | -4.0% | +4.1% | -8.1% | -5.0% |
| 6M | -8.7% | +48.5% | -57.2% | -11.4% |
| YTD | -3.9% | +42.3% | -46.2% | -5.0% |
| All | -1.6% | +45.9% | -47.5% | -2.5% |
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 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