+297.0%
MXL vs JHX
+44.7%
+252.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.3% | -19.4% | -12.3% |
| 7D | -24.3% | +13.3% | -37.6% | -26.1% |
| 30D | -46.1% | +17.1% | -63.3% | -47.8% |
| 3M | -21.8% | +4.1% | -25.9% | -22.0% |
| 6M | -27.2% | +48.5% | -75.7% | -33.4% |
| YTD | +226.2% | +42.3% | +183.9% | +201.5% |
| 1Y | +297.0% | +47.4% | +249.6% | +267.1% |
| All | +297.0% | +44.7% | +252.3% | +267.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling