+123.9%
BHP vs M
+24.8%
+99.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.1% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | +4.0% | -11.6% | +15.6% | +5.9% |
| 3M | +12.3% | +1.6% | +10.7% | +11.7% |
| 6M | +30.8% | +25.2% | +5.6% | +25.8% |
| YTD | +58.8% | +3.8% | +55.0% | +56.6% |
| 1Y | +76.8% | +36.3% | +40.5% | +66.7% |
| 3Y | +87.5% | +116.3% | -28.9% | +57.5% |
| 5Y | +123.9% | +28.2% | +95.7% | +106.0% |
| All | +123.9% | +24.8% | +99.1% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling