-27.2%
JHX vs MUB
+1.2%
-28.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | -0.1% |
| 7D | -6.3% | -0.8% | -5.5% | -4.3% |
| 30D | -7.7% | -2.4% | -5.4% | -1.9% |
| 3M | +19.2% | -2.8% | +22.0% | +28.5% |
| 6M | +38.3% | -2.2% | +40.5% | +47.5% |
| YTD | +37.2% | -1.6% | +38.8% | +44.5% |
| 1Y | +42.3% | 0.0% | +42.2% | +44.7% |
| 3Y | -4.4% | +7.9% | -12.3% | -16.8% |
| All | -27.2% | +1.2% | -28.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling