+349.1%
BHP vs MLM
+167.5%
+181.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.7% |
| 7D | +3.5% | -3.8% | +7.3% | +5.1% |
| 30D | -4.5% | +11.0% | -15.5% | -8.6% |
| 3M | -6.4% | -3.1% | -3.3% | -5.5% |
| 6M | -0.1% | -9.8% | +9.7% | +3.2% |
| YTD | +43.0% | -14.4% | +57.4% | +49.9% |
| 1Y | +56.5% | -12.6% | +69.1% | +62.6% |
| 3Y | +62.0% | +19.7% | +42.3% | +45.0% |
| 5Y | +130.4% | +29.8% | +100.6% | +94.7% |
| 10Y | +349.1% | +153.5% | +195.5% | +166.1% |
| All | +349.1% | +167.5% | +181.6% | +166.1% |
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