+82.9%
BHP vs M
+123.1%
-40.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -2.9% | +4.7% | -7.6% | -3.5% |
| 30D | +3.4% | -9.6% | +13.0% | +4.8% |
| 3M | +4.1% | +0.9% | +3.2% | +3.7% |
| 6M | +20.6% | +22.3% | -1.7% | +16.7% |
| YTD | +56.1% | +6.5% | +49.5% | +53.4% |
| 1Y | +69.6% | +38.8% | +30.8% | +59.9% |
| All | +82.9% | +123.1% | -40.2% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling