+243.8%
MET vs JHX
+106.3%
+137.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -0.5% | -6.3% | +5.8% | +1.4% |
| 30D | +0.5% | -7.7% | +8.2% | +2.7% |
| 3M | +11.6% | +19.2% | -7.6% | +5.0% |
| 6M | +40.8% | +38.3% | +2.5% | +25.0% |
| YTD | +25.7% | +37.2% | -11.5% | +11.5% |
| 1Y | +24.4% | +42.3% | -17.9% | +8.4% |
| 3Y | +67.5% | -4.4% | +71.9% | +49.5% |
| 5Y | +85.8% | -26.4% | +112.2% | +78.4% |
| All | +243.8% | +106.3% | +137.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling