+2,401.5%
JHX vs MLM
+1,529.3%
+872.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.8% |
| 30D | +7.2% | -6.8% | +14.0% | +10.5% |
| 3M | +29.9% | -11.2% | +41.2% | +36.7% |
| 6M | +35.4% | -21.8% | +57.2% | +50.8% |
| YTD | +46.5% | -17.0% | +63.4% | +58.7% |
| 1Y | +55.5% | -16.4% | +71.9% | +68.2% |
| 3Y | -0.4% | +14.5% | -14.9% | -5.2% |
| 5Y | -23.3% | +41.7% | -65.1% | -33.3% |
| 10Y | +111.1% | +200.0% | -88.9% | +30.9% |
| All | +2,401.5% | +1,529.3% | +872.2% | +852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling