+332.2%
BHP vs M
-7.1%
+339.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -0.5% | +7.0% | -7.5% | -1.7% |
| 30D | -4.5% | +8.9% | -13.4% | -6.1% |
| 3M | -6.9% | +4.5% | -11.4% | -7.9% |
| 6M | -10.6% | +36.2% | -46.8% | -15.8% |
| YTD | +37.2% | +15.1% | +22.1% | +32.3% |
| 1Y | +48.0% | +27.4% | +20.6% | +40.0% |
| 3Y | +52.6% | +160.1% | -107.6% | +22.1% |
| 5Y | +116.5% | -1.6% | +118.0% | +95.9% |
| All | +332.2% | -7.1% | +339.3% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling