+150.9%
MP vs JHX
-3.0%
+153.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.0% |
| 7D | -0.7% | +1.6% | -2.3% | -1.3% |
| 30D | -0.7% | -5.0% | +4.3% | +0.8% |
| 3M | 0.0% | +24.5% | -24.5% | -6.6% |
| 6M | -10.0% | +34.9% | -44.9% | -18.4% |
| YTD | +7.5% | +39.3% | -31.8% | -3.6% |
| 1Y | -14.0% | +48.6% | -62.6% | -24.5% |
| All | +150.9% | -3.0% | +153.9% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling