+96.8%
JHX vs MGY
+210.4%
-113.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | +3.5% | -9.9% | -7.2% |
| 30D | -7.7% | +5.3% | -13.0% | -9.1% |
| 3M | +19.2% | +2.6% | +16.5% | +17.6% |
| 6M | +38.3% | -3.3% | +41.6% | +36.8% |
| YTD | +37.2% | +29.2% | +8.0% | +25.1% |
| 1Y | +42.3% | +18.0% | +24.2% | +32.6% |
| 3Y | -4.4% | +30.0% | -34.4% | -14.5% |
| 5Y | -26.4% | +92.7% | -119.1% | -43.5% |
| All | +96.8% | +210.4% | -113.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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