-10.4%
JHX vs MULL
+2,337.2%
-2,347.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -6.3% | -8.4% | +2.1% | -5.6% |
| 30D | -7.7% | +9.7% | -17.4% | -8.9% |
| 3M | +19.2% | -26.8% | +45.9% | +17.6% |
| 6M | +38.3% | +220.7% | -182.4% | +11.2% |
| YTD | +37.2% | +509.0% | -471.8% | +1.5% |
| 1Y | +42.3% | +1,739.5% | -1,697.2% | -12.2% |
| All | -10.4% | +2,337.2% | -2,347.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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