+766.7%
MTZ vs JHX
+106.3%
+660.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +1.4% | -6.3% | +7.7% | +3.6% |
| 30D | -14.5% | -7.7% | -6.7% | -12.2% |
| 3M | -32.9% | +19.2% | -52.1% | -37.1% |
| 6M | -20.8% | +38.3% | -59.1% | -30.1% |
| YTD | +10.6% | +37.2% | -26.6% | -2.6% |
| 1Y | +27.1% | +42.3% | -15.2% | +9.7% |
| 3Y | +166.1% | -4.4% | +170.5% | +141.9% |
| 5Y | +170.7% | -26.4% | +197.0% | +162.6% |
| All | +766.7% | +106.3% | +660.4% | +427.4% |
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