+10.4%
MMM vs JHX
+56.2%
-45.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.4% |
| 7D | -3.3% | +1.5% | -4.9% | -3.7% |
| 30D | -7.0% | +7.2% | -14.2% | -8.6% |
| 3M | +10.8% | +29.9% | -19.1% | +3.9% |
| 6M | +5.8% | +35.4% | -29.6% | -2.8% |
| YTD | +6.8% | +46.5% | -39.7% | -2.8% |
| 1Y | +10.4% | +55.5% | -45.1% | +0.7% |
| All | +10.4% | +56.2% | -45.9% | +0.7% |
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