+21.4%
JHX vs MUZ
-54.9%
+76.3%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.5% | -11.9% | -1.9% |
| 7D | -4.9% | -7.7% | +2.8% | -5.2% |
| 30D | -9.3% | -29.2% | +19.9% | -10.6% |
| 3M | +28.1% | -62.5% | +90.5% | +24.8% |
| All | +21.4% | -54.9% | +76.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling