+81.7%
MDLZ vs JHX
+106.3%
-24.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +1.9% | -6.3% | +8.2% | +2.8% |
| 30D | +0.4% | -7.7% | +8.2% | +1.5% |
| 3M | -0.6% | +19.2% | -19.8% | -3.5% |
| 6M | +14.7% | +38.3% | -23.6% | +8.2% |
| YTD | +18.0% | +37.2% | -19.2% | +11.3% |
| 1Y | +4.1% | +42.3% | -38.2% | -2.7% |
| 3Y | -4.6% | -4.4% | -0.2% | -10.2% |
| 5Y | +18.4% | -26.4% | +44.7% | +15.3% |
| All | +81.7% | +106.3% | -24.6% | +28.6% |
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 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