+68.6%
MAR vs BHP
+71.6%
-3.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -3.6% | +3.1% | +0.4% |
| 30D | -5.4% | -1.2% | -4.2% | -5.3% |
| 3M | -15.5% | +1.2% | -16.7% | -16.1% |
| 6M | +3.0% | +21.4% | -18.4% | -4.0% |
| YTD | +8.5% | +50.4% | -41.9% | -6.2% |
| 1Y | +26.0% | +67.5% | -41.6% | +4.5% |
| 3Y | +68.6% | +72.8% | -4.2% | +29.9% |
| All | +68.6% | +71.6% | -3.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling