+515.7%
BHP vs M
-7.1%
+522.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.0% |
| 7D | +0.9% | -4.1% | +5.0% | +1.6% |
| 30D | +4.0% | -13.6% | +17.6% | +6.6% |
| 3M | +11.3% | -2.3% | +13.5% | +11.3% |
| 6M | +29.3% | +21.9% | +7.4% | +24.3% |
| YTD | +59.2% | -0.6% | +59.8% | +57.8% |
| 1Y | +80.8% | +29.7% | +51.1% | +70.7% |
| 3Y | +88.0% | +107.3% | -19.3% | +56.4% |
| 5Y | +126.6% | +20.5% | +106.2% | +96.4% |
| 10Y | +515.7% | -6.1% | +521.8% | +348.7% |
| All | +515.7% | -7.1% | +522.8% | +348.7% |
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