+361.0%
BHP vs MLM
+185.4%
+175.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | +0.9% | -4.1% | +5.0% | +2.6% |
| 30D | -6.3% | +8.2% | -14.4% | -9.4% |
| 3M | -7.1% | -3.6% | -3.5% | -6.1% |
| 6M | -3.2% | -15.6% | +12.4% | +2.6% |
| YTD | +37.9% | -16.4% | +54.3% | +45.9% |
| 1Y | +49.7% | -14.3% | +64.0% | +56.7% |
| 3Y | +51.7% | +19.3% | +32.4% | +35.9% |
| 5Y | +122.0% | +29.6% | +92.4% | +87.9% |
| All | +361.0% | +185.4% | +175.5% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling