+464.4%
MRK vs JHX
+2,243.5%
-1,779.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -4.3% | -6.3% | +2.1% | -3.4% |
| 30D | +8.3% | -7.7% | +16.0% | +9.4% |
| 3M | +20.0% | +19.2% | +0.9% | +17.0% |
| 6M | +25.7% | +38.3% | -12.6% | +19.5% |
| YTD | +38.7% | +37.2% | +1.5% | +31.8% |
| 1Y | +74.7% | +42.3% | +32.4% | +64.6% |
| 3Y | +45.4% | -4.4% | +49.8% | +39.3% |
| 5Y | +129.0% | -26.4% | +155.4% | +123.6% |
| 10Y | +228.0% | +106.3% | +121.8% | +162.8% |
| All | +464.4% | +2,243.5% | -1,779.1% | +229.3% |
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