+413.2%
MP vs JHX
+48.8%
+364.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.5% |
| 7D | -4.6% | -4.9% | +0.3% | -2.7% |
| 30D | -7.1% | -9.3% | +2.2% | -3.5% |
| 3M | -4.0% | +28.1% | -32.1% | -13.5% |
| 6M | -16.7% | +35.2% | -51.9% | -27.0% |
| YTD | +1.6% | +35.9% | -34.3% | -11.6% |
| 1Y | -17.8% | +42.5% | -60.3% | -30.3% |
| 3Y | +139.6% | -4.5% | +144.1% | +112.9% |
| 5Y | +50.5% | -27.1% | +77.6% | +44.2% |
| All | +413.2% | +48.8% | +364.4% | +280.4% |
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