+5,443.0%
BHP vs M
+396.5%
+5,046.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | -2.9% | +4.7% | -7.6% | -3.9% |
| 30D | +3.4% | -9.6% | +13.0% | +5.7% |
| 3M | +4.1% | +0.9% | +3.2% | +3.5% |
| 6M | +20.6% | +22.3% | -1.7% | +14.2% |
| YTD | +56.1% | +6.5% | +49.5% | +51.8% |
| 1Y | +69.6% | +38.8% | +30.8% | +54.3% |
| 3Y | +78.8% | +115.9% | -37.1% | +38.1% |
| 5Y | +113.1% | +28.6% | +84.4% | +71.9% |
| 10Y | +505.9% | -2.5% | +508.4% | +331.9% |
| All | +5,443.0% | +396.5% | +5,046.5% | +2,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling