+26.9%
MMM vs JHX
-27.7%
+54.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -2.1% | -6.3% | +4.2% | -0.8% |
| 30D | -9.8% | -7.7% | -2.1% | -8.4% |
| 3M | +4.9% | +19.2% | -14.2% | +0.9% |
| 6M | +7.3% | +38.3% | -30.9% | -0.5% |
| YTD | +4.5% | +37.2% | -32.7% | -3.1% |
| 1Y | +5.4% | +42.3% | -36.9% | -3.4% |
| 3Y | +98.6% | -4.4% | +103.0% | +85.4% |
| All | +26.9% | -27.7% | +54.6% | +21.2% |
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