+161.4%
MTZ vs JHX
-27.7%
+189.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.8% |
| 7D | 0.0% | -4.9% | +4.8% | +1.3% |
| 30D | -14.8% | -9.3% | -5.5% | -12.6% |
| 3M | -30.8% | +28.1% | -58.9% | -35.5% |
| 6M | -22.6% | +35.2% | -57.8% | -29.5% |
| YTD | +6.8% | +35.9% | -29.0% | -3.1% |
| 1Y | +22.1% | +42.5% | -20.4% | +8.7% |
| 3Y | +153.1% | -4.5% | +157.6% | +135.1% |
| 5Y | +161.4% | -27.1% | +188.5% | +158.0% |
| All | +161.4% | -27.7% | +189.1% | +158.0% |
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