+121.3%
BHP vs MLM
+30.7%
+90.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | +2.4% | -5.8% | +8.2% | +4.6% |
| 30D | -5.4% | +9.8% | -15.2% | -8.8% |
| 3M | -6.9% | -5.2% | -1.7% | -5.3% |
| 6M | -4.3% | -10.3% | +5.9% | -1.2% |
| YTD | +41.6% | -15.5% | +57.1% | +48.5% |
| 1Y | +53.3% | -15.0% | +68.4% | +60.3% |
| 3Y | +58.4% | +17.5% | +40.9% | +41.1% |
| 5Y | +121.3% | +30.5% | +90.7% | +79.5% |
| All | +121.3% | +30.7% | +90.6% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling