+655.1%
MPC vs JHX
-27.7%
+682.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +1.8% | -6.3% | +8.1% | +2.4% |
| 30D | +14.0% | -7.7% | +21.7% | +14.8% |
| 3M | +52.2% | +19.2% | +33.1% | +49.0% |
| 6M | +75.8% | +38.3% | +37.5% | +67.8% |
| YTD | +146.3% | +37.2% | +109.1% | +134.9% |
| 1Y | +120.8% | +42.3% | +78.5% | +108.4% |
| 3Y | +172.6% | -4.4% | +177.0% | +158.2% |
| All | +655.1% | -27.7% | +682.8% | +680.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling