+445.3%
MP vs JHX
+60.4%
+384.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.4% |
| 7D | -2.9% | +1.5% | -4.4% | -3.5% |
| 30D | +13.8% | +7.2% | +6.7% | +10.8% |
| 3M | -16.7% | +29.9% | -46.6% | -25.4% |
| 6M | -11.5% | +35.4% | -46.9% | -22.6% |
| YTD | +7.9% | +46.5% | -38.5% | -8.9% |
| 1Y | -15.0% | +55.5% | -70.6% | -30.5% |
| 3Y | +153.5% | -0.4% | +153.9% | +122.7% |
| 5Y | +58.7% | -23.3% | +82.0% | +48.9% |
| All | +445.3% | +60.4% | +384.9% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling