+302.4%
MXL vs JHX
+106.3%
+196.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.1% |
| 7D | +18.9% | -6.3% | +25.2% | +22.4% |
| 30D | +0.3% | -7.7% | +8.1% | +4.1% |
| 3M | -8.0% | +19.2% | -27.2% | -16.3% |
| 6M | +341.2% | +38.3% | +303.0% | +267.9% |
| YTD | +327.8% | +37.2% | +290.6% | +257.3% |
| 1Y | +364.9% | +42.3% | +322.6% | +276.7% |
| 3Y | +229.2% | -4.4% | +233.6% | +185.2% |
| 5Y | +42.8% | -26.4% | +69.1% | +39.7% |
| All | +302.4% | +106.3% | +196.2% | +115.4% |
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