+568.4%
MA vs BHP
+330.6%
+237.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +1.8% | +3.8% | -2.0% | +0.4% |
| 30D | +11.8% | -6.5% | +18.3% | +14.3% |
| 3M | +17.2% | -8.5% | +25.7% | +20.3% |
| 6M | +33.4% | -2.2% | +35.6% | +32.1% |
| YTD | +16.1% | +40.0% | -23.9% | -1.4% |
| 1Y | +19.9% | +51.3% | -31.4% | -1.5% |
| 3Y | +70.1% | +56.5% | +13.5% | +33.7% |
| 5Y | +89.6% | +130.2% | -40.6% | +17.9% |
| 10Y | +568.4% | +336.5% | +231.9% | +202.2% |
| All | +568.4% | +330.6% | +237.8% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling