+251.2%
MNST vs JHX
+106.3%
+144.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.0% | -6.3% | +5.4% | +0.2% |
| 30D | -5.6% | -7.7% | +2.1% | -4.3% |
| 3M | -5.7% | +19.2% | -24.9% | -9.2% |
| 6M | +12.0% | +38.3% | -26.3% | +4.2% |
| YTD | +13.2% | +37.2% | -24.0% | +5.2% |
| 1Y | +36.1% | +42.3% | -6.2% | +25.0% |
| 3Y | +52.9% | -4.4% | +57.3% | +41.5% |
| 5Y | +81.0% | -26.4% | +107.4% | +75.4% |
| All | +251.2% | +106.3% | +144.9% | +143.9% |
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