+37.0%
MDT vs JHX
+106.3%
-69.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.4% | -6.3% | +2.9% | -2.2% |
| 30D | +0.2% | -7.7% | +8.0% | +1.7% |
| 3M | +14.3% | +19.2% | -4.9% | +10.0% |
| 6M | +4.0% | +38.3% | -34.3% | -3.6% |
| YTD | -3.7% | +37.2% | -40.9% | -10.9% |
| 1Y | -0.4% | +42.3% | -42.6% | -9.0% |
| 3Y | +23.3% | -4.4% | +27.7% | +14.1% |
| 5Y | -18.9% | -26.4% | +7.5% | -21.4% |
| All | +37.0% | +106.3% | -69.2% | -7.8% |
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