-5.3%
JHX vs MUB
+7.4%
-12.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -0.3% |
| 7D | -4.9% | -1.2% | -3.6% | -1.1% |
| 30D | -9.3% | -2.8% | -6.5% | -1.1% |
| 3M | +28.1% | -3.1% | +31.1% | +41.2% |
| 6M | +35.2% | -2.9% | +38.1% | +48.9% |
| YTD | +35.9% | -2.0% | +37.9% | +46.6% |
| 1Y | +42.5% | 0.0% | +42.5% | +46.6% |
| All | -5.3% | +7.4% | -12.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling