+110.0%
JHX vs MLM
+140.0%
-30.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.3% |
| 7D | -3.8% | -2.0% | -1.8% | -2.7% |
| 30D | +11.7% | +9.5% | +2.2% | +6.5% |
| 3M | -10.7% | -4.7% | -6.0% | -8.2% |
| 6M | +36.5% | -10.7% | +47.2% | +45.5% |
| YTD | +32.8% | -16.6% | +49.4% | +46.6% |
| 1Y | +62.5% | -15.4% | +77.9% | +78.2% |
| 3Y | -5.7% | +15.9% | -21.7% | -12.1% |
| 5Y | -32.2% | +27.1% | -59.3% | -40.5% |
| All | +110.0% | +140.0% | -30.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling