-18.2%
MDT vs JHX
-27.7%
+9.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -2.6% |
| 30D | +0.2% | -7.7% | +8.0% | +1.2% |
| 3M | +14.3% | +19.2% | -4.9% | +11.6% |
| 6M | +4.0% | +38.3% | -34.3% | -0.6% |
| YTD | -3.7% | +37.2% | -40.9% | -8.1% |
| 1Y | -0.4% | +42.3% | -42.6% | -5.7% |
| 3Y | +23.3% | -4.4% | +27.7% | +17.0% |
| All | -18.2% | -27.7% | +9.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling