+1,120.5%
MPC vs JHX
+104.2%
+1,016.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | +1.2% | -4.9% | +6.1% | +2.7% |
| 30D | +17.0% | -9.3% | +26.3% | +20.1% |
| 3M | +49.5% | +28.1% | +21.4% | +37.0% |
| 6M | +83.5% | +35.2% | +48.3% | +61.7% |
| YTD | +144.1% | +35.9% | +108.2% | +113.4% |
| 1Y | +119.6% | +42.5% | +77.1% | +86.5% |
| 3Y | +168.1% | -4.5% | +172.5% | +130.9% |
| 5Y | +671.3% | -27.1% | +698.4% | +627.3% |
| All | +1,120.5% | +104.2% | +1,016.3% | +539.8% |
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 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