+433.8%
MAR vs BHP
+496.8%
-63.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -3.6% | +3.1% | +0.9% |
| 30D | -5.4% | -1.2% | -4.2% | -5.2% |
| 3M | -15.5% | +1.2% | -16.7% | -16.5% |
| 6M | +3.0% | +21.4% | -18.4% | -6.6% |
| YTD | +8.5% | +50.4% | -41.9% | -11.0% |
| 1Y | +26.0% | +67.5% | -41.6% | -1.9% |
| 3Y | +68.6% | +72.8% | -4.2% | +26.2% |
| 5Y | +157.4% | +112.6% | +44.8% | +66.2% |
| All | +433.8% | +496.8% | -63.0% | +138.3% |
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