+128.4%
JHX vs MLM
+149.0%
-20.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | +6.6% | -2.9% | +9.4% | +8.4% |
| 30D | +15.6% | +10.4% | +5.2% | +9.7% |
| 3M | -4.5% | -3.7% | -0.8% | -2.4% |
| 6M | +38.5% | -10.3% | +48.7% | +47.1% |
| YTD | +40.0% | -14.8% | +54.8% | +52.8% |
| 1Y | +67.0% | -13.9% | +80.8% | +81.2% |
| 3Y | -0.6% | +18.4% | -19.0% | -8.4% |
| 5Y | -26.1% | +31.8% | -57.9% | -36.3% |
| 10Y | +128.4% | +143.4% | -15.0% | +35.9% |
| All | +128.4% | +149.0% | -20.6% | +35.9% |
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