+53.3%
BHP vs MLM
-14.6%
+67.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | +2.4% | -5.8% | +8.2% | +4.1% |
| 30D | -5.4% | +9.8% | -15.2% | -8.0% |
| 3M | -6.9% | -5.2% | -1.7% | -5.4% |
| 6M | -4.3% | -10.3% | +5.9% | -1.9% |
| YTD | +41.6% | -15.5% | +57.1% | +42.2% |
| 1Y | +53.3% | -15.0% | +68.4% | +53.9% |
| All | +53.3% | -14.6% | +67.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling