-22.6%
JHX vs MLM
+43.0%
-65.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +4.5% | +1.4% | +3.1% | +3.4% |
| 30D | -1.2% | -6.5% | +5.3% | +3.5% |
| 3M | +32.8% | -7.4% | +40.2% | +39.8% |
| 6M | +41.2% | -15.8% | +57.0% | +59.3% |
| YTD | +43.9% | -17.4% | +61.3% | +63.1% |
| 1Y | +48.0% | -17.9% | +65.9% | +68.5% |
| 3Y | +1.2% | +18.9% | -17.7% | -10.6% |
| 5Y | -22.6% | +43.4% | -66.0% | -40.9% |
| All | -22.6% | +43.0% | -65.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling