+13,824.2%
MA vs BHP
+533.6%
+13,290.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | -2.9% | +0.2% | -1.6% |
| 30D | +1.5% | +3.4% | -1.8% | 0.0% |
| 3M | +20.4% | +4.1% | +16.4% | +17.4% |
| 6M | +11.1% | +20.6% | -9.4% | +1.2% |
| YTD | +2.0% | +56.1% | -54.1% | -16.9% |
| 1Y | -2.2% | +69.6% | -71.8% | -23.2% |
| 3Y | +41.9% | +78.8% | -36.9% | +6.1% |
| 5Y | +75.4% | +113.1% | -37.7% | +16.9% |
| 10Y | +527.5% | +505.9% | +21.7% | +158.9% |
| All | +13,824.2% | +533.6% | +13,290.5% | +4,631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling