+5,731.6%
MU vs JHX
+106.3%
+5,625.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -4.1% | -6.3% | +2.3% | -1.5% |
| 30D | +7.0% | -7.7% | +14.8% | +10.6% |
| 3M | -2.1% | +19.2% | -21.2% | -9.4% |
| 6M | +133.1% | +38.3% | +94.8% | +102.3% |
| YTD | +241.9% | +37.2% | +204.7% | +197.6% |
| 1Y | +548.8% | +42.3% | +506.5% | +448.1% |
| 3Y | +1,308.2% | -4.4% | +1,312.6% | +1,162.6% |
| 5Y | +1,260.7% | -26.4% | +1,287.1% | +1,229.9% |
| All | +5,731.6% | +106.3% | +5,625.4% | +3,185.1% |
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 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