+3,168.2%
MAR vs BHP
+3,519.0%
-350.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +13.8% | -4.5% | +18.3% | +15.6% |
| 3M | +20.3% | -6.9% | +27.2% | +22.9% |
| 6M | +21.3% | -10.6% | +31.9% | +24.8% |
| YTD | +37.2% | +37.2% | 0.0% | +18.4% |
| 1Y | +48.4% | +48.0% | +0.4% | +24.2% |
| 3Y | +120.1% | +52.6% | +67.6% | +78.2% |
| 5Y | +182.1% | +116.5% | +65.6% | +93.0% |
| 10Y | +530.2% | +334.9% | +195.3% | +218.0% |
| All | +3,168.2% | +3,519.0% | -350.9% | +669.2% |
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