+4,872.9%
BHP vs M
+444.9%
+4,428.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +3.8% | +5.0% | -1.2% | +2.5% |
| 30D | -6.5% | +10.6% | -17.1% | -8.9% |
| 3M | -8.5% | +1.6% | -10.1% | -9.3% |
| 6M | -2.2% | +30.8% | -33.0% | -9.1% |
| YTD | +40.0% | +16.9% | +23.1% | +32.7% |
| 1Y | +51.3% | +26.3% | +25.1% | +40.5% |
| 3Y | +56.5% | +158.6% | -102.1% | +15.7% |
| 5Y | +130.2% | +2.1% | +128.1% | +98.3% |
| 10Y | +336.5% | -4.3% | +340.8% | +213.3% |
| All | +4,872.9% | +444.9% | +4,428.0% | +2,035.6% |
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