+7,943.2%
BHP vs MTB
+8,294.1%
-350.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.6% |
| 30D | +3.4% | -4.2% | +7.6% | +5.1% |
| 3M | +4.1% | +8.9% | -4.8% | +0.1% |
| 6M | +20.6% | +10.9% | +9.7% | +15.0% |
| YTD | +56.1% | +21.5% | +34.6% | +42.9% |
| 1Y | +69.6% | +21.9% | +47.7% | +54.8% |
| 3Y | +78.8% | +109.2% | -30.4% | +26.0% |
| 5Y | +113.1% | +102.0% | +11.1% | +46.6% |
| 10Y | +505.9% | +171.9% | +334.0% | +242.2% |
| All | +7,943.2% | +8,294.1% | -350.9% | +2,766.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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