+79.7%
MNST vs JHX
-27.7%
+107.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -2.2% | -4.9% | +2.6% | -1.7% |
| 30D | -5.4% | -9.3% | +3.9% | -4.3% |
| 3M | -5.5% | +28.1% | -33.6% | -8.6% |
| 6M | +12.4% | +35.2% | -22.8% | +7.6% |
| YTD | +12.4% | +35.9% | -23.5% | +7.4% |
| 1Y | +37.2% | +42.5% | -5.4% | +30.0% |
| 3Y | +52.9% | -4.5% | +57.4% | +43.8% |
| 5Y | +79.7% | -27.1% | +106.8% | +86.1% |
| All | +79.7% | -27.7% | +107.4% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling