+2,364.5%
JHX vs MLM
+1,580.6%
+783.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +6.5% |
| 7D | +7.7% | -3.8% | +11.5% | +9.6% |
| 30D | +19.2% | +11.0% | +8.2% | +14.2% |
| 3M | -1.0% | -3.1% | +2.1% | +0.5% |
| 6M | +42.7% | -9.8% | +52.5% | +49.5% |
| YTD | +44.3% | -14.4% | +58.6% | +54.6% |
| 1Y | +72.2% | -12.6% | +84.7% | +82.9% |
| 3Y | +1.1% | +19.7% | -18.6% | -5.4% |
| 5Y | -23.6% | +29.8% | -53.3% | -31.1% |
| 10Y | +134.6% | +153.5% | -19.0% | +55.2% |
| All | +2,364.5% | +1,580.6% | +783.9% | +827.3% |
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