+66.0%
BHP vs M
+46.1%
+19.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | -5.0% | +4.7% | -9.7% | -5.6% |
| 30D | +1.2% | -9.6% | +10.8% | +2.6% |
| 3M | +1.8% | +0.9% | +1.0% | +1.4% |
| 6M | +18.0% | +22.3% | -4.3% | +14.5% |
| YTD | +52.7% | +6.5% | +46.2% | +49.5% |
| 1Y | +66.0% | +38.8% | +27.2% | +52.9% |
| All | +66.0% | +46.1% | +19.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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