+298.8%
MXL vs JHX
+498.6%
-199.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.1% |
| 7D | +18.9% | -6.3% | +25.2% | +22.0% |
| 30D | +0.3% | -7.7% | +8.1% | +3.7% |
| 3M | -8.0% | +19.2% | -27.2% | -15.4% |
| 6M | +341.2% | +38.3% | +303.0% | +275.9% |
| YTD | +327.8% | +37.2% | +290.6% | +265.2% |
| 1Y | +364.9% | +42.3% | +322.6% | +286.6% |
| 3Y | +229.2% | -4.4% | +233.6% | +194.5% |
| 5Y | +42.8% | -26.4% | +69.1% | +40.9% |
| 10Y | +303.1% | +106.3% | +196.8% | +148.7% |
| All | +298.8% | +498.6% | -199.8% | +63.6% |
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