+592.9%
JHX vs MUB
+76.3%
+516.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.8% |
| 30D | -1.2% | -1.5% | +0.3% | +0.5% |
| 3M | +32.8% | -1.9% | +34.7% | +35.7% |
| 6M | +41.2% | -1.7% | +42.9% | +44.3% |
| YTD | +43.9% | -0.8% | +44.7% | +45.8% |
| 1Y | +48.0% | +1.5% | +46.6% | +46.7% |
| 3Y | +1.2% | +8.8% | -7.6% | -5.6% |
| 5Y | -22.6% | +2.0% | -24.6% | -24.0% |
| 10Y | +111.5% | +18.0% | +93.5% | +93.6% |
| All | +592.9% | +76.3% | +516.6% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling