+235.8%
MDT vs JHX
+2,243.5%
-2,007.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.4% | -6.3% | +2.9% | -2.4% |
| 30D | +0.2% | -7.7% | +8.0% | +1.5% |
| 3M | +14.3% | +19.2% | -4.9% | +10.7% |
| 6M | +4.0% | +38.3% | -34.3% | -2.4% |
| YTD | -3.7% | +37.2% | -40.9% | -9.7% |
| 1Y | -0.4% | +42.3% | -42.6% | -7.5% |
| 3Y | +23.3% | -4.4% | +27.7% | +16.7% |
| 5Y | -18.9% | -26.4% | +7.5% | -21.2% |
| 10Y | +39.2% | +106.3% | -67.1% | +8.9% |
| All | +235.8% | +2,243.5% | -2,007.7% | +68.9% |
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