-32.6%
MP vs JHX
+64.1%
-96.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | -3.0% | +13.1% | -16.1% | -8.6% |
| 3M | -30.4% | -10.0% | -20.4% | -27.7% |
| 6M | -39.2% | +38.9% | -78.1% | -48.1% |
| YTD | -23.3% | +34.0% | -57.3% | -34.0% |
| 1Y | -32.6% | +66.0% | -98.6% | -45.0% |
| All | -32.6% | +64.1% | -96.7% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling