+1,134.3%
BHP vs MKTX
+1,443.5%
-309.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -0.8% | +0.8% | -1.7% | -1.1% |
| 3M | +7.6% | +41.1% | -33.5% | -3.0% |
| 6M | +20.8% | -9.5% | +30.3% | +22.1% |
| YTD | +50.8% | -8.7% | +59.4% | +51.7% |
| 1Y | +70.9% | -10.0% | +80.9% | +72.1% |
| 3Y | +78.0% | -24.6% | +102.6% | +82.2% |
| 5Y | +113.1% | -60.3% | +173.4% | +153.1% |
| 10Y | +483.0% | +5.0% | +478.0% | +383.6% |
| All | +1,134.3% | +1,443.5% | -309.2% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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