+593.1%
MA vs BHP
+333.8%
+259.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +9.6% | -4.5% | +14.1% | +11.2% |
| 3M | +16.8% | -6.9% | +23.7% | +19.1% |
| 6M | +35.2% | -10.6% | +45.7% | +38.5% |
| YTD | +16.6% | +37.2% | -20.6% | -0.4% |
| 1Y | +19.8% | +48.0% | -28.3% | -0.9% |
| 3Y | +70.7% | +52.6% | +18.1% | +35.4% |
| 5Y | +87.4% | +116.5% | -29.1% | +19.9% |
| All | +593.1% | +333.8% | +259.3% | +215.2% |
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