+3,101.0%
MPC vs JHX
+667.0%
+2,434.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +5.4% | +1.5% | +3.9% | +4.8% |
| 30D | +31.0% | +7.2% | +23.8% | +27.8% |
| 3M | +46.0% | +29.9% | +16.1% | +32.9% |
| 6M | +77.3% | +35.4% | +41.9% | +55.8% |
| YTD | +141.9% | +46.5% | +95.5% | +106.0% |
| 1Y | +120.9% | +55.5% | +65.4% | +81.9% |
| 3Y | +182.7% | -0.4% | +183.1% | +143.0% |
| 5Y | +646.4% | -23.3% | +669.7% | +586.1% |
| 10Y | +1,138.7% | +111.1% | +1,027.6% | +595.3% |
| All | +3,101.0% | +667.0% | +2,434.0% | +861.6% |
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 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