+3,375.6%
BHP vs MLM
+3,039.4%
+336.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.2% | +0.2% |
| 7D | -4.0% | -1.2% | -2.7% | -3.5% |
| 30D | -9.7% | +7.9% | -17.6% | -12.7% |
| 3M | -10.2% | -4.5% | -5.7% | -8.8% |
| 6M | +1.3% | -12.6% | +14.0% | +6.2% |
| YTD | +35.6% | -14.9% | +50.5% | +42.8% |
| 1Y | +47.5% | -13.1% | +60.6% | +53.9% |
| 3Y | +48.9% | +21.2% | +27.7% | +32.8% |
| 5Y | +118.4% | +32.0% | +86.4% | +83.9% |
| 10Y | +374.5% | +195.3% | +179.1% | +164.2% |
| All | +3,375.6% | +3,039.4% | +336.1% | +847.9% |
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 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