+120.9%
MPC vs JHX
+56.2%
+64.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.7% |
| 7D | +5.4% | +1.5% | +3.9% | +5.8% |
| 30D | +31.0% | +7.2% | +23.8% | +32.7% |
| 3M | +46.0% | +29.9% | +16.1% | +53.4% |
| 6M | +77.3% | +35.4% | +41.9% | +92.0% |
| YTD | +141.9% | +46.5% | +95.5% | +164.4% |
| 1Y | +120.9% | +55.5% | +65.4% | +144.6% |
| All | +120.9% | +56.2% | +64.7% | +144.6% |
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