+92.3%
MA vs BHP
+120.8%
-28.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | +14.7% | -6.3% | +20.9% | +16.0% |
| 3M | +13.5% | -7.1% | +20.6% | +14.8% |
| 6M | +33.1% | -3.2% | +36.3% | +32.7% |
| YTD | +15.1% | +37.9% | -22.8% | +4.3% |
| 1Y | +18.7% | +49.7% | -31.0% | +5.3% |
| 3Y | +72.1% | +51.7% | +20.4% | +48.5% |
| All | +92.3% | +120.8% | -28.4% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling