+626.9%
MMM vs JHX
+2,279.7%
-1,652.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.3% |
| 7D | -2.6% | +1.6% | -4.2% | -2.9% |
| 30D | -9.3% | -5.0% | -4.3% | -8.5% |
| 3M | +5.6% | +24.5% | -18.9% | +0.9% |
| 6M | +9.5% | +34.9% | -25.4% | +2.6% |
| YTD | +4.1% | +39.3% | -35.2% | -3.1% |
| 1Y | +9.4% | +48.6% | -39.2% | +0.2% |
| 3Y | +101.0% | -2.0% | +103.0% | +90.4% |
| 5Y | +26.1% | -24.4% | +50.5% | +22.8% |
| 10Y | +54.7% | +109.4% | -54.7% | +20.3% |
| All | +626.9% | +2,279.7% | -1,652.8% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling