+5,444.6%
MTZ vs JHX
+2,357.9%
+3,086.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.3% |
| 7D | +3.6% | +4.5% | -1.0% | +2.1% |
| 30D | -9.6% | -1.2% | -8.4% | -9.4% |
| 3M | -31.9% | +32.8% | -64.7% | -37.9% |
| 6M | -13.8% | +41.2% | -55.0% | -23.4% |
| YTD | +13.3% | +43.9% | -30.6% | -0.4% |
| 1Y | +39.3% | +48.0% | -8.8% | +20.7% |
| 3Y | +168.3% | +1.2% | +167.2% | +144.0% |
| 5Y | +166.4% | -22.6% | +189.0% | +155.0% |
| 10Y | +739.9% | +111.5% | +628.5% | +463.5% |
| All | +5,444.6% | +2,357.9% | +3,086.7% | +2,423.6% |
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