+287.6%
MP vs JHX
+46.7%
+240.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | -3.0% | +13.1% | -16.1% | -8.1% |
| 3M | -30.4% | -10.0% | -20.4% | -27.7% |
| 6M | -39.2% | +38.9% | -78.1% | -47.5% |
| YTD | -23.3% | +34.0% | -57.3% | -33.2% |
| 1Y | -32.6% | +66.0% | -98.6% | -46.2% |
| 3Y | +159.3% | -6.2% | +165.5% | +133.4% |
| 5Y | -16.4% | -31.6% | +15.1% | -18.1% |
| All | +287.6% | +46.7% | +240.9% | +187.7% |
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