+3,899.2%
BHP vs MLM
+2,961.7%
+937.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | -2.9% | -2.9% | 0.0% | -1.7% |
| 30D | +3.4% | -6.8% | +10.2% | +6.4% |
| 3M | +4.1% | -11.2% | +15.3% | +8.7% |
| 6M | +20.6% | -21.8% | +42.4% | +32.9% |
| YTD | +56.1% | -17.0% | +73.0% | +66.6% |
| 1Y | +69.6% | -16.4% | +86.0% | +80.1% |
| 3Y | +78.8% | +14.5% | +64.3% | +63.4% |
| 5Y | +113.1% | +41.7% | +71.3% | +74.2% |
| 10Y | +505.9% | +200.0% | +305.8% | +235.2% |
| All | +3,899.2% | +2,961.7% | +937.5% | +1,005.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling