+604.3%
MTUM vs JHX
+291.0%
+313.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | -6.3% | +7.0% | +2.2% |
| 30D | -2.4% | -7.7% | +5.3% | -0.7% |
| 3M | -3.6% | +19.2% | -22.8% | -7.9% |
| 6M | +23.7% | +38.3% | -14.6% | +13.5% |
| YTD | +22.9% | +37.2% | -14.3% | +12.7% |
| 1Y | +21.8% | +42.3% | -20.5% | +10.0% |
| 3Y | +114.4% | -4.4% | +118.8% | +98.7% |
| 5Y | +79.6% | -26.4% | +105.9% | +74.2% |
| 10Y | +356.2% | +106.3% | +250.0% | +218.9% |
| All | +604.3% | +291.0% | +313.3% | +326.7% |
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