+114.4%
MTUM vs JHX
-4.5%
+118.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | -6.3% | +7.0% | +1.7% |
| 30D | -2.4% | -7.7% | +5.3% | -1.3% |
| 3M | -3.6% | +19.2% | -22.8% | -6.5% |
| 6M | +23.7% | +38.3% | -14.6% | +16.7% |
| YTD | +22.9% | +37.2% | -14.3% | +16.0% |
| 1Y | +21.8% | +42.3% | -20.5% | +14.1% |
| 3Y | +114.4% | -4.4% | +118.8% | +105.1% |
| All | +114.4% | -4.5% | +118.9% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling